Daemons inhabit a parallel reality known as the astral realm, and are separated from the mortal plane through an ancient barrier. This veil blocks beings above a certain threshold from crossing over, keeping vastly powerful creatures from crossing over willingly. Occasionally, gaps develop in this veil which allow ethereal energies from the outer plane to pass through. It is this that allow a daemon to materialize. Daemons must stay within the area which are covered by these energies, as they will get weaker the farther from it they go. When a daemon is defeated, it dissipates and returns to the realm from whence it came.
A certain sect that worships these outer forces believes that the highest honor a mortal can receive is to be possesses by a daemon. By serving as a host body for these creatures, they can reach levels of power unmatched by normal humans. The daemon also gains a vessel to contain it, no longer having to depend on infected areas and able to travel freely. it can now be used as a puppet by the daemon to conduct it's affairs.
The downside is that the daemon possessing the host dies permanently if it is defeated. I need a way to explain why a killing a vessel would kill the host and the daemon vs simply sending the daemon back to its plane of existence. How can I make this possible?