Hi, Sparkle!
If the villain killed the detective, seeker, guardian, or whoever else we're playing, there would be no puzzles to solve or no objects to find that will help us to escape, or no keys to hunt for. The best reason is the one you gave, though. The game would be over and that would be the end of the series

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I always laugh when I'm watching TV shows because the criminal pulls a gun on one of the main characters and threatens to blow his or her head off. Then they stand there stating all the reasons why they want to blow his or her head off, giving the cavalry enough time to ride to the rescue

!
Susan