Because no one ever stays dead.
How is a story supposed to be entertaining when there is no risk involved. It's like watching a tightrope walker with a safety net five feet below them. It's like watching sharks in an aquarium. It's like drinking a can of Tab. Who gives a shit who the X-Men are fighting if there isn't even a chance that Wolverine isn't going to die.
Yeah yeah, I know- Comics are a business and you can't kill of the flagship characters. That's big movie bucks. So don't kill Superman or Batman or Wolverine or Spider Man. You can make other stories with new people. Invest some time (a year or three) in character development and a story. Make the public fall in love with the character and the story he is in. Then kill them. And then don't resurrect them with magic or other dimensions or spells or voodoo bullshit. Make them stay dead, make their deaths mean something to a story.
Why do you think The Wire and The Soprano's are the two greatest shows in television history? Because you never knew who was going to die next. That's what keeps tension going, what makes a story pop, but I don't read comics often, and no one should listen to me, but I will warn you in advance, don't come complaining to me in 10 years after Daredevil returns from hell to fight zombie Bullseye for the 50 billionth time, because I already told you why comic books suck.