Roguelikes ask for a particular kind of courage: begin knowing that almost everything you collect may disappear. The weapons, the items, the boons, the collection of useful things you pick up along the way: all temporary. A stroke of bad luck can end the run, a careless decision can send you back to the very beginning with empty hands.
But you don't return as the same player.
You can remember which doors are dangerous. You recognise the pause before an attack. You can learn the rhythm even if you can't yet explain it. The inventory is gone, but the knowledge remains somewhere quieter.
The run is not the progress
This is easy to forget outside of games. Upon a successful expedition, there's evidence you can point to, the solved problems, the equipment carried safely home, or the loot taken from every corpse left in your path. In a not-so-successful expedition, those things disappear, and it can feel as though the effort disappeared with them.
It did not.
Some progress lives in what you notice sooner. Some lives in the way you recover. Some is simply the growing certainty that you've been through this situation before and that you've survived long enough to overcome it this time around.
There is progress between attempts. Nothing learned is lost.
Starting again is not starting from nothing. You bring the player you became on the last run.