In Lords of the Fallen, living and dying are both part of the adventure

pcgamer.com:

Your next epic journey awaits in the new dark fantasy action-RPG, Lords of the Fallen. A spiritual successor to the original, this game takes place 1,000 years later in a world five times larger than the original, and perhaps 1,000 times more sinister. 

You’ll take the role of one of the fabled Dark Crusaders, a Lampbearer whose goal is to overthrow the demon god Adyr. Along the way, you’ll face no shortage of other enemies, whether in sheer quantity as the hordes of the living and dead work against you, or in the form of many colossal bosses.

Lords of the Fallen takes place in two interconnected and parallel worlds: Axiom, the realm of the living, and Umbral, the realm of the dead. When you die in Axiom, you’ll rise again in Umbral, giving you a chance to make it back to the living world. But your path won’t be easy. The dead don’t take too kindly to new guests, and the more time you spend in their world, the more forces will turn out to bring your visit to an end. The Umbral Lamp will also allow you to look into the realm of the dead and even sacrifice one of your lives to access it. 

The lamp not only lets you travel to Umbral, but also manipulate it. It can even aid you in combat, separating the soul of an enemy from their body and allowing you to attack it directly for high-damage attacks.

If the hordes of the living and dead are too much for you to face alone, then team up with a friend or look for help from anyone in the community for online co-op. While only the host player will advance their storyline, acquired loot from vanquished enemies, levels, achievements, and currency will remain for both players. However, not all players are your friend: While playing co-op, another player may invade your game and