If Orion brings one of the girls into Eternum and they die, they would die as it's their real body. That's why Orion was so worried about Dalia when they went to the "Valley of the Kings".Um, we don't know that - because it's never happened. Nor has it been explained in-game why some people die for real and Jerry gets reborn again and again. Blaming the permadeaths on the Praetorians is an ASSUMPTION...
It's a pretty good ASSUMPTION. Orion and Annie saw Benjamin get excommunicated, and then he died right after, which Nova later confirms. She also adds that Benjamin's family received $750,000 one day after his death, most likely Ulysses paid for their silence.
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Alex also mentions that Ulysses has been covering up mysterious deaths for years
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It also makes sense for the story, as it adds real danger inside Eternum by having an enemy with the power to kill them in real life. Otherwise, there would be no danger for the group inside Eternum, only the possibility of losing the Gems of Doom.