You should have said that your characters soul refuses to return from the afterlife - perfectly acceptable; the soul has to want to be raised.
I nearly did. At the time I still wanted to see out the character background I'd written. By the end of KOTS I was convinced I'd never be satisfied with
a) How long it was taking to resolve my character's background issues
b) What the DM had in mind for doing so
c) Continuing to play a character that always missed
My new character has the following key benefits which made the decision to finally switch very easy indeed:
a) I built him after learning the rules, and seeing exactly where I went wrong with the first character
b) I gave him no background history that needed to be resolved (by this point I'd realized that my DM doesn't deviate enough from modules to deal with issues like that)
c) I got to test him out in what was more of a one-shot game than our original 'practice' game.
Something similar happened in a more recent session - the paladin was killed, and I could see the player was getting excited about playing something new, until he realized just how easily and soon we could raise his character. He looked quite disappointed, but seems to have got over it. While it took an hour or so to finish that combat and resolve the role-play issues of getting him raised, he was essentially raised immediately after the battle. One character simply ponied up the coin she had on hand, and he was back.
Call me old fashioned by I preferred raise dead when you couldn't afford it at low levels.
Incidentally my original 'practice session' was the kobold hall, which we didn't complete, and the events did count as part of the campaign.