One of the big weaknesses of D&D as an RPG is the lack of consequences. Hit points are almost consequence free - you heal fast (in any edition; even in 1e you "healed" in the time a marathon runner takes to recover), and other than the generic vanilla level drain there are few other mechanical consequences while character growth is pretty linear. And death is a boring consequence, turning in your character for a fresh and pristine one rather than making your character more interesting.If you're only going to play if you can play that one precious character, then you should be writing stories with them as the protagonist not putting them into an RPG where character death is a possibility. If the stance is you get to play that one character and they're walking around with infinite plot armor or you as a player walk...then there's the door. You're clearly not interested in playing an RPG. Is that the player equivalent of the frustrated novelist DM who railroads everything into their precious preplanned story? The frustrated novelist player who can't handle their character being at risk?
If I'm playing WFRP things are very different. I take actual wounds and injuries from combat and my character at the end of the campaign probably has fewer fingers than they started out with. They've also lost sanity and may have taken corruption and mutation as a direct consequence of the rules. And they bounce from career to career, growing organically rather than fairly linearly, levelling up as they go. Apocalypse World is similar but one of the options for when you die is to come back having changed career, the former town boss now out for revenge as a gunlugger.
The consequences in D&D happen in general despite the rules rather than because of them. It's a good reason to play games other than D&D.