Yes but it sounds to me like he took the wrong message away from your conversation. Telling him, "running away from the rest of the party is dangerous," leads to him trying to minimize the danger, via inflated defenses or a sturdier class. Telling him, in no uncertain terms, "running away from the rest of the party is, always, a bad tactical idea, and is extremely frustrating for the rest of the party as well, because they are forced to choose between trying to help him and trying to help the rest of the party," might have more of an effect.
If he just understands that it's risky, defenses are a great response. If he is annoying people by repeatedly making bad decisions, tell him that.
Also admit that at some point you may have to cater his antics as the DM, and make equally bad tactical decisions with your monsters when it comes to following him or letting him do whatever he wants, or else you'll eventually kill him one more time than he's interested in resurrecting.