As mentioned above, the player never actually truly 'dies' in the game, you're just merely knocked unconscious (this is why the effect is called 'KO', making the revival spells like Raise more akin to resuscitation rather than bringing someone back from the dead).

As for Duty Finder and Duty Roulette, that's an example of gameplay and story segregation, in that story-wise you're not going back to the same dungeon over and over again, the story treats it that you only ever enter a dungeon once and then never again (the only time you return to a dungeon is it's 'hard mode', which is why HM versions are set afterwards and show physical changes to the dungeon's environment). DF is nothing but a gameplay mechanic with no connections to the storyline of the game at all.

You're not magically turning the clock back every time you enter DF, it's a gameplay function that has no connection to the story and is ignored by it completely.