Some folks get kind of attached to characters. For them, character death itself can be rather more problematic than sitting on their thumbs for a while. As Ahnehnois suggested, these folks may well not really be in a mood to continue after a death in any event.
And yeah, at least seven people will pipe up with variations of, "they knew death was a risk, and if they can't take that, they have a problem." These people lack sensitivity, and forget that you can, in fact, get attached to things that should normally be inconsequential, or that you know may be gone soon - like, say, a pet mouse. You know darned well you'll outlive it by decades, but it hurts when it goes regardless.