opinions aside for a bit.
I believe that the way heroes are supposed to work, is that if they fall in combat, they sustain a semi-permanant "injury" and are returned to the front line or to the nearest city, depending on the circumstances. AFAIK, it is not possible for any hero or champion to die permanantly, and any behaviour in which that happens, is a bug. unless the developers have made some statement to the contrary, any hero which is "killed" and then removed from your empire, is an example of buggy/nonfunctional behaviour