not being able to die doesn't mean anything. the results are the same whether you "die" or not. You get sent back to the last checkpoint. if you "die" during a fight, you keep playing, but the enemy gains a bunch of energy back. They could just as easily added a dieing animation and the results each time you get saved would've been the same, except this way the game flows better because you don't have to wait for loading or anything.
And yes, it's really fun.