I've been having a couple of dreams now and then where no matter what happens to me in the dream, I don't die and wake up. Here are a few examples from my Dream Journal.

Won't Die o.O (Bad dream) - Dream Journals - Lucid Dreaming - Dream Views

Apocalyptic Terror D: (Respawning?!) - Dream Journals - Lucid Dreaming - Dream Views

Died But Respawned And Stayed In The Dream! - Dream Journals - Lucid Dreaming - Dream Views

Generally it is that if you die in a dream, you wake up. This is not the case for me. Although I'm sure that this happens for other people too. But in the first example above, the person who was trying to kill me in the dream looked a bit confused as to why their attempts were futile. In the third example above, I did die, but I stayed in the dream somehow. I used to die a lot in dreams before, when I was younger, but not anymore. This is a good thing, but I'm just wondering... Why can't I die in my dreams? o.O