I know several folks who, if they invest a lot of time and effort in a character, are not interested in continuing to play if that character passes. Not in a pouty way, but more in the way of how GMs are usually not nearly as good at weaving a new character into an established story as they think, so that the following play is sub-par by comparison.
The, "I just roll up a new one and jump back in" is not universal.
Edit to add: we see this a lot in live-action game play. The player commits to several years of campaign, and likely makes a significant investment in costuming and props to support that play. If the character dies, say, two-years into a three-year game, the re-investment may not seem to be a great deal, given how they're unlikely to be as hooked into the games main lines of story.
The monetary investment isn't the same in tabletop play, but the general issue is the same. They may not feel that the game will be as fun for the same level of effort, and that may be a fair assessment.