Being an RPG character is almost as good. If you die, you can be brought back using magic spells or items... or just reload the Last save game, or start a new one.
If you're high level, you can sustain lots and lots of damage, inflict lots of damage, and carry around an absurd amount of stuff with you. (In one of the FF games, I think it was IV, you carry around CABINs, and whenever you need to rest, you just pull one out of your pocket and sleep in it, and you wake up all healed.)