KalKal
Superstar
Because you can lose your character due to an issue outside of your control currently, e.g. server issues, lag spikes.
On offline ARPGs like Grim Dawn, I almost exclusively play hardcore because it’s fun and I know any death is truly a skill issue.
I've never tested it, but my understanding is that if you have a Scroll of Escape in your inventory and you drop connection, the Scroll will immediately fire off and teleport you back to town.
EDIT:
So...I just googled it. Apparently the "auto teleport on disconnect" won't be added until a later patch
Diablo 4 Scroll of Escape · Handle disconnects? · Mythic Drop
Learn about Diablo 4's Scroll of Escape consumable item, including how rare it is, where it teleports you to, and whether it handles disconnects.
mythicdrop.com
Not automatically consumed before disconnect
During Diablo 4's development, Blizzard said that the Scroll of Escape would automatically be consumed in a player's inventory if the game detected that the player was disconnecting; however, that feature didn't make it into launch. Hardcore players under this false assumption should especially take note of this. Blizzard stated in a June 16, 2023 Campfire Chat that the Scroll of Escape's auto-trigger feature will likely make it into Season 2.