I'll continue contemplating this! There are some design reasons I'm tempted not to do this -- the main one is basically that I think that the current game design creates a lot of "near misses" -- runs ending in 5 thralls but not 6 -- which I think are very compelling.
However, a lot of people clearly like the game and want to play more of it, and I think many people like the feeling of safety that comes with keeping a character.