The run back to your body helps you build up runes too, where a game where you're loading a save it reverts progress. The souls style allows death to create progress for people struggling. If you're dying then you'll be forced to build runes up and can then go level or upgrade gear.
Usually you shouldn't be too worried about losing souls though because they're fairly easy to come by. It's a bit of a trap in souls games to value your souls too much. There are many ways to farm them that don't take much time or effort, including just going exploring side content and finding new equipment. Once you level up yourself or your gear a few times, the part you were struggling with will be easier. That's how Elden Ring especially, but even Dakr Souls, is supposed to be played. If you're struggling and don't want to be, just go somewhere else. There's plenty of content to do.