One thing he says bothers me, though. He says that, (he's warning me up front), if his character dies, he will quit the campaign. He's says he does this because he's got so much invested in his character that he just can't have fun running a different one in the same world. "Conan doesn't die," he says. "James Bond doesn't die. And, when I play Skyrim, if my character gets killed, I get to reload and keep playing with the same character."
What level is your group? Because D&D allows for characters to return from death at a pretty low level - and presumably he'd be okay with that?
Am I alone in my opinion. Do others agree with him?
I don't think he's unreasonable to state a preference for not having his character die. And if his character
does die, he's within his rights to walk. Heck, a player is
always within his rights to walk, for any reason he wishes, or even for no reason at all.
But I'm with you - IMC, PC death is always on the table. I even go so far as trying really, really hard not to fudge the dice to protect PCs, so with a bad sequence of rolls your high-level Fighter
can indeed be taken out be Minion #2.
(And I also agree with you on the flip side of the argument - I don't create encounters intended to kill PCs, nor do I actually want to see PCs die, as it's actually rather a pain when it happens.)
At this point, all I would do is explain to him that you respect his preferences, and you'll understand if he chooses to leave the game now or in the future, but that death will remain on the table if the dice or the circumstances dictate that it should happen.
And do not, no matter how tempting it might be, deliberately seek out a means to kill his character, out of some misguided notion to "teach him a lesson". Player issues (of which this is a fairly minor example) should not be solved with in-game actions.