Marvel characters aren't regular human beings. They have seen their closest friends die and brought back to life multiple times. Why wouldn't they acknolwedge that death doesn't work the way it should in the Marvel universe?
First off, none of this stuff is real. It’s all fiction, stories designed to entertain.
The Marvel Universe is meant to be the world outside your window. That’s one of the big things that separates the Marvel characters and the Marvel approach from other publishers.
In the world outside your window, nobody thinks like this.
So sure, you can be didactic about it. But to me, that’s taking the verisimilitude too far. I don’t, for example, need to understand the scientific principle that allows Spider-Man to stick to walls—partly because there is no such principle, it’s fantasy. So you need enough veracity to make the situation believable, and then you go off and get to the meat of your tale.
The thing that makes stories memorable is the experiences they impart onto the readership and the emotions that they make those readers feel. The audience will forgive an incredible amount if you deliver them a powerful emotional experience—and, conversely, if your story is emotionally false, no amount of pyrotechnics will save it.
Therefore, when characters die, those deaths should be treated legitimately.
(And I’m not talking about super villain deaths here, as a few people asked about. But the legitimate death of a legitimate character, be they hero or cast member, must be acknowledged as real by the characters and reacted to as real—or else all you’re left with is empty pyrotechnics.
Now, some readers have read comics for long enough that they realize that most deaths get reversed at some point. And they’re cynical about it. (And often unhappy about the benching of a character that they liked.) And so they like it when the characters are equally cynical—if nothing else, it poisons the whole story, and in so ding maybe makes it more likely that the character in question will be brought back more quickly.
But it’s junk writing. And it’s aimed at the smallest part of the audience, at the expense of the largest.
The reason that the Death of Captain America worked, the reason that the Death of Ultimate Spider-Man worked, the reason that the death of Johnny storm worked, the reason that the death of Gwen Stacy worked is that you felt it, both in the moment and into the succeeding issues. And it doesn’t matter that two of these characters have since been resurrected, the emotional truth of those stories is still valid. It’s why people continue to ask about them to this day.
It’s also why the return of Bucky as the Winter Soldier worked when by any reasonable computation it shouldn’t have (and hasn’t when others have tried to pull off the same sort of thing): Bucky’s death and experiences thereafter were treated with emotional veracity, and the characters in the story reacted genuinely to his return from the grave. Nobody went, “Oh, of course”—that would have demolished that story, and we’d have no successful second CAP film today (or at least not the same one.)
Remember how it felt for you the first time a beloved character died.
Every reader should get to have that experience. The cynicism of a few should not poison the water for everybody.
And that’s why the Marvel characters shouldn’t acknowledge that death works differently in the Marvel Universe. It’s tantamount to them admitting that they are fiction, just lines on paper, and saying that none of the stories they’re involved in matter at all in any way.