The point is that Orion "dying" did not need to be a cliffhanger; rather, it could have been an extremely important plot point in the overall arc of the episode. I appreciate the cliffhangers that aren't as predictable. In this example, we felt 99% sure Orion wouldn't die. It blunts the edge of the cliffhanger.
As a contrast, the end of 0.8 in Hyril'ar was a better cliffhanger. We get a sense that Calypso is out of commission, at least for a while. Are we sure she'll make it? Again, 99% sure the answer is yes, so that's not it. The cliffhanger here has more mystery: we are in Hyril'ar, we know the elves don't like humans, we probably we will not be treated well, but what exactly does that look like? What the heck is even happening in Hyril'ar? What shenanigans might we get involved in? What might we learn about Anima or others? We're confident we'll need Calypso or some other method to get us back to realms / servers in in Eternum, but how long will we be stuck there? Will Calypso be able to help us get back in the episode, or might we have to wait longer?
By comparison to Orion "dying", there are many more questions and much less certainty.