It is a much braver and challenging choice to stick with no death. They can explore the consequences of having no consequences.

It's one thing to have a scenario where people get so depressed they eventually start killing themselves (SAO). In Log Horizon, there's no escape. You can't quit, you can't die, you just take mental and emotional damage over and over and over and over.

They also get to look a few deeper phenomenon like harassment, social dynamics, and hopelessness. It just goes to show how shallow and cheap SAO was.