I assume it's not instant death when you go back? That should be impossible. But it's possible to rollback to a state where death is still inevitable (depending on how the game was coded)
Default rollback should give you one turn to rollback. If you need more, then you probably need to type UNDO, to go back a few more turns.
Also (for the author), you can code rollback so that it uses LAST_LOCATION rather than LAST_TURN as the default rollback point.
: lose_game rollback_plan="last_location";