Tell him it's fine... you found a way around it.
Then, when the character dies, reincarnate him as a small forest animal.
Alternately, bring the character back as a simulacrum, a magical being in total servitude to the wizard who created him.
Remember that Conan and James Bond have been played by different actors, over time. Regeneration/reincarnation is not completely out of line with the player's request. Conan, James Bond, and Tarzan as Time Lords.. now THAT would be an adventure!
While I admit this made me chuckle, I don't think it is the way to handle it.
There is nothing wrong in wanting to play in non lethal game. I have played in one and it was a blast. Bad things happened but death was never permanent.
This guy needs to find a group that he fits better with not be ridiculed or punished because he style of playing is not the norm.