Based on my own personal experience of putting myself in a position of dying now probably more times than I can count (unfortunately), I've been seriously wondering if the universe does contain all of my deaths as well, but my consciousness stays on a path where it can continue, because that's all it can do.
Though that still raises the question of why this particular set of living experiences and not others.
Also, if this sort of thing is the case, I think it would make being a moral person significantly more complex. You would need to not only make moral decisions, but create as many moral possible universes as possible and shut out the immoral universes from existence by not creating paths to them. Though I guess that would make me a highly immoral person at this point (causing pain and suffering in all the universes where I've died), though I do try to be moral in this universe as much as I can.