There have been others who have been brought here that have died in the past--whether it be from their own home world, this one, or some other. Not to mention that there have been mentions of dead spirits and the like. Plus, we wouldn't have been summoned here in the first place if death was so uncommon. You don't summon someone you have no control over, much less barely know unless you're desperate; and desperation usually comes from experience of loss. Or so I'd like to imagine, anyway.

Well, if they're chill about it, I'd imagine that's just how their culture is; regardless of whether it's new to them or not.