You still have to recover your corpse, and if it's in a bad area it's a challenge. Which is why you, GASP, may actually need help of other PEOPLE (this is a MMO, afterall).
For example, the 51/50 server just launched in EQ where you start at level 51 with 50 AA and I made a Ranger. He's logged out in a very bad spot in the Plane of Innovation and if I login and die, it'll be tough to get my corpse and I may need some help. If you want to play a single player fantasy RPG, go get Oblivion off Steam.