The living are still playing the game and so have to abide by the rules. The dead are out of the game, and so the rules don't apply.
Imagine a game where you play a role. You are a Hero who faces boundless adversity, and daily danger of death, who must endlessly solve puzzles to survive and prosper. You can get so involved in the game that you forget that it isn't real. You are totally immersed, you suspend disbelief. And within the game, the rules are unbreakable.
But then you 'die', and you 'remember' the game world isn't real and you was always partly outside it, reaching in. Only those who have left the game and come back remember that it is a game. Indeed, they can no longer ever quite forget, and so the 'undead' become strange and uncanny. They have a mysterious occult knowledge of things it should be impossible for them to know, and have seemingly-magical powers over reality. Because they have seen the world from the outside, they now know the real rules and how to cheat. They can learn the Incantations by which a being may temporarily gain various arcane powers, speed, strength, invulnerability, or healing, all the way up to the widely-sought "GOD MODE" rune. From outside they can maybe interfere a little with the workings of the world, and change a few things in their favour. They maybe even know a little of the future, if they are resurrected some time before their death, and can decide not to open the door this time "because last time round I opened it and an ogre killed me". This requires a special ritual of 'Salvation', that must be performed at intervals, especially just before doing something dangerous.
But it takes an outstanding intelligence and decades of deep learning while alive to have a chance of decoding outer reality quickly enough to get back in before a soul's interest fades. You might see the cogs and mechanisms of reality laid out before you, but would you understand what you was seeing well enough to be able to hack your way back in? And let other players who left before you back in also? For the World Outside the World has rules and restrictions, too.
"To get ability to raise the dead you need to pay a price"
Oh, yes. That's right. As you die, the Dread Words appear floating in the air before you in letters of fire...
Game Over. Insert Coin.