Actually, you *can* 'die' in Torment and that will be your ending... you can unmake yourself through sheer force of will. You will disappear from existence, entirely, though.
In a sense, you did 'die' - the Blood War is like a hell, in some ways. But it seems to be eternal redemption. There must come a time when such redemption is no longer needed. Yes, your past will be a part of you, but you must also face the future. No one is served in fighting a battle in which there can never be a victor... or even casualties, such as the multiverse works.
All that seems to be accomplished is suffering - and that serves no one.