For the majority of video games that exist right now, not dying is sort of... the whole point. Even in series where the intention is to make it very difficult for you to not die, your goal is still to try and persevere until you finally fell your enemies or make it to the next level without kicking the bucket - or, at least not dying too many times.
But, on occasion, death is unavoidable. It's incredibly grim to say it like that, but it's also very true. Whether it's because it's in a cutscene you can't quicktime event your way out of, or just an encounter made purposefully unwinnable, sometimes you have to bite the dust in order to actually finish the game.
Though the manner of death varies wildly - from getting kicked to death by twenty-five bandits to having a crystal driven through your skull by a naked dragon - one thing always remains the same: you'll probably feel a little bitter about it for a long while afterwards.
At the very least, you can do so knowing that MANY others feel exactly the same.