@Thiron It's not inconsistent at all, there are many games where you lose experience for dying but not your levels. This could mean that the amount of experience gained outnumbers the amount of experience you lose at death.
Also there are games where you get bonus stats if you complete stuff like "jump x times" or "die x times" or simply "do this x times".
Additionally, games also implement mechanics that only take your level experience, but not your profession or skill level.
You can think of the save and load something like a checkpoint, where not all of your progression gets lost but only specific things.
And obviously if you save before you gain those injuries, you wont have them the next time you reload.