I have a question, is the game supposed to close after dying?
No, that's definitely a bug. After dying, it loads the latest save if it exists and starts the game anew if it doesn't. Read/write permissions could be the problem. What OS?
Edit: yup, it's the release build. Segfault, so something memory related. Will check it out and fix it if possible.
Edit2: Found the bug. Will upload it in a little while.