Fire emblem is a good example of this. It’s a strategy game where you have about 30 characters who permanently die when killed in any battle. Most players just restart each battle until deathless runs are achieved- either due to emotional or practical concerns. So, when someone dies, it’s not sad, it’s annoying.
You also lose empathy if a character dies due to unforeseeable consequences of choices or shitty AI performance.
Legacy board games address these problems well. Because the state of the game is irreversibly driven forward by physical mutation of the game, it forces you to commit to your fortune and errors. I hope we see more of these games made. I haven’t seen this model used anywhere, but I could imagine a video game where you buy the right to do one irreversible play through of a story mode, cloud saved on their systems so you can’t manage the data yourself.