Death is generally the easy way out when you have a bunch of real character oriented things at stake.
Yeah, character death is often the least interesting result for many games. I mean, if I’m running Mothership or Alien, sure, kill a PC. They’re not exactly the focus of the game in the way PCs are in other games. They’re kind of meant to be disposable and replaceable in those games.
But for other games, that’s not really the case. In my Spire campaign, we had one player whose character took Severe Blood Fallout, which can be lethal. In this case, he was shot point blank by a powerful pistol.
There are a few options to choose from, one of which is “Dying- You’re dying. Choose: do some- thing useful before you die (and roll with mastery, because this is the last thing you’ll ever do) or desperately try to cling onto life (and lose something vital in the bargain).”
This basically gives the player the option to go out with one last herculean effort, or else cling to life but lose something as a result. I put this to the player and he opted to keep the PC alive, but lose something. So I narrated a blood-witch arriving on the scene and making an offer to other PCs to save their friend. So she cut open her palm and fed him her blood, and his wound was healed. But she now has a hold over him, and that’ll definitely come into play. I’ll make that hurt.
Seems more interesting than just having the PC die only to be replaced by a new one.
Basically any game with a Referee, DM, GM, Keeper, etc can be played that way. The Referee can say that at zero hit points you're captured instead of dead. In my experience, most gamers would rather have their characters die than be captured.
I mean, if the GM is free to do anything, then yeah, I guess that can happen. Some games actually offer alternatives that are interesting. They have rules for this stuff.
And some players are actually interested in alternatives not because they want to be free to do “stupid stuff” and have “no consequences.” Quite the opposite, very often.