I think this deserves some discussion.
Let's say that I play one game for 6 hours and then die, or I play another game and die after 2 hours three times in a row. The shorter lives have less meaning, since you didn't play the character as long (and you can get back to your location faster). This both lessens the blow of death and also limits the immersion I think (in the sense that the character is just one of many you can burn through in one sitting). In the long game, death feels much sharper but this is perhaps a response to genuinely feeling the loss of that character. For me, I think feeling the real loss is more important to my experience, in terms of the type of feeling I want to get from roguelikes. Shorter lives can certainly be enjoyable too, although I think having large variability on the short experience becomes much more important in such cases. It is also important in both cases that the game maintains a quality experience, i.e. no one wants to play 4 hours of boring dungeons and then get 1-shot killed by a megabeast you didn't know existed.
There are of course other important factors, such as real life time constraints, but I'm curious what the reasons are for everyone's preferences on short or long character lives.