Dying usually feels bad in games – disappointing, frustrating, punishing. From a game POV you usually lose something – progress, resources (money, equipment), opportunities (achievements). But more importantly, upon dying you are confronted with your own shortcomings as a player: your incompetence, your deficiencies in reflexes or (muscle) memory, or, even worse, with bad luck. You not only lose something but the game rubs in your face: hey, you made a mistake again!
This problem particularly applies to rouge-likes, even those that are very well designed. For example, it’s always said that dying is at the core of games like Hades, Spelunky, or Dead Cells, because these games are designed around the player’s death. But are they really? In these games death can still be pretty devastating since you often have to repeat large parts of the game, or lose some special equipment that you just got (one out of ten times). The designers would probably argue that you as a player still made progress, that you learned something and got better at the game no matter the current outcome. It’s a good argument and in the long run that may be true but certainly not after every attempt. In particular, it might be that you already hit your personal ceiling, so no matter how much you try again, you will actually not get better.
For me, this happened in the last stage of Super Hexagon where I managed to achieve up to 40-something seconds (out of the necessary 60) but didn’t manage to improve further. It became clear to me that I am at the limit of my reflex capabilities, or at the limit of my visual processing, or something like that. At this point I stopped playing. I still consider the game a masterpiece but was a little sad to have seen the beautiful ending only in video form.
Interestingly, there are some games where dying does not feel bad per se, games like VVVVVV, Minit, or Disc Room. On the one hand, this may be because in those games you lose so little when dying (if anything). On the other hand, it may be because these games put repetition at their core. Their fast and quick game loops encourage you try something out (consciously accepting your death), or, in the case of Disc Room, even bind progress to dying in specific ways. Maybe dying is not “bad” in these games because these games are not designed as straight lines but as loops, and loops don’t have starting or end points.