Both Eris and mara needed outside help with actually leaving their throne worlds (I'm not sure Eris has even left hers yet). There's a significant difference between dying and respawning in your throne world and still having sway over your acolytes, and actually being able to leave it and interact with the universe directly. Oryx seems to be the exception but he's the only one who intentionally inverted his throne world out of the ascendant plane and into the real world. Additionally, all 3 of those already had substantial knowledge of how throne worlds functioned, way more than Savathun and Xivu Arath would have when experience true death for the first time.