None of those soldiers have returned. It is not because they are weak. They are actually strong, but the things they were hunting couldn't die.
The three of them had always resurrected through the portable shrine they carried with them. It was a quick resurrection and didn't require a resurrection stone like the other otherworlders from Earth.
They were able to resurrect right where they died with their strength intact. This enabled them to wear down their enemies and turn the tides of victory against the soldiers sent after them.
They would like this to continue because they don't need to go looking for things to kill for runes if the king keeps sending soldiers after them. With the runes, they can grow their attributes, and with the constant fighting, they can grow their skills.
So they have been growing stronger despite the hunt of the soldiers for them. It helps them achieve their mission of causing chaos and destruction in the kingdom until it collapses.