I don't know...do we actually have solid evidence for that? I mean right now we aren't even sure how mystical or technical "Eternum" (the game in the game) really is. Yes, we know from OiaL that their are supernatural elements in the "Caridbis Universe" and through Luna at least some of them seem to "seep" into the closer "Eternum universe" as well, but even that isn't really much explored as of now. As I wrote before: Right now we only have Luna claiming she has that power and little else...like we haven't seen it in action or Luna predicting anything for example that then happens to one of the characters.
So far Eternum still seems to be a "Matrix-like" VR you're logging in and under certain circumstances your conscience can't leave if you die in it. We only know that that can happen when you get excommunicated because that is the only fully confirmed example we have, right? We don't really know what happened to Wyatt when he died in the "real world" Did he get excommunicated as well? Did he kill himself and somehow was able to choose to stay in Eternum? We can only be pretty sure that is conscience remained in Eternum "somehow".