In some cases, it's done just for tradition's sake (which is to say, because they couldn't think of another way to handle player death that met their needs, so they stuck with the normal method).
In other cases, especially something like roguelikes or other skill-focused games, it's important to give real meaning to the player's actions; if you fuck up, you have to suffer some serious (if only annoying) setbacks, so you'll probably be trying harder to do well in the game. Of course, for games with static content, that content had better be really good to warrant forgiving the long trek back.
In other cases, especially something like roguelikes or other skill-focused games, it's important to give real meaning to the player's actions; if you fuck up, you have to suffer some serious (if only annoying) setbacks, so you'll probably be trying harder to do well in the game. Of course, for games with static content, that content had better be really good to warrant forgiving the long trek back.