When you have a great story, something as small as dying shouldn’t get in the way of telling it. At least that’s how it’s framed in Prince of Persia: The Sands of Time. The prince accidentally turns an entire kingdom into shambling monsters (a mistake we’ve all made once or twice) and then assumes the role of narrator, detailing his heroic quest to Farah. Yeah, she’s a girl, and he’s trying to impress her.
Because his dying wouldn’t make sense in the story--how else would he be reciting his tale if he died halfway through it?--any time he falls off a ledge or is struck too hard by an enemy, he explains the event away by saying “No, that’s not how it happened”. This makes the prince pretty much immortal for the sake of continuity, which I’m okay with.