@RamenRider I think of it more like the story is showing what the priests that revive the heroes have to go through so as to try and appreciate them more. After all, if Katarina is anything to go by then most heroes take priests like him for granted. Sure, dying is far worse as is being in a constant state of war, but it'll get aggravating fast if you keep having to revive the same heroes over and over because they don't learn from their mistakes or are constantly being reckless for no reason. Even worse if you're on your own, which seems to be the case for Julius. The mess aside, he has to see the mutilated bodies of everyone that dies, and I'm sure that's not a pleasant sight to see for anyone and might even be nightmare inducing for some.
Also, Katarina, a newbie hero, was unperturbed by the fact that she died, so clearly dying a gruesome death isn't as much of an issue in this scenario.