There seems to be a misconception going around that when you play in games with a high mortality rate, the player characters lack depth. I think people overestimate the utility of an extensive backstory and underestimate the growth that happens with accomplishment & experience.
Yes, your first character may die abruptly. Any character may. The character that survives becomes incredibly valuable, and the player who has to keep rerolling has a better understanding of the world and the other characters when they bring a new one in.
It becomes a known thing that people regularly die fighting for this group. A new PC& #39;s family may weep at their departing son or daughter, knowing full well that they& #39;ll never return the same, if they return at all.
Unlike characters written with enormous in-depth backstories, these characters scarcely contradict the setting. They are born out of player knowledge accumulated through experiencing the world directly.