There was also the fact that returning to the System World with the Host as a corpse wasn't possible. The portal won't allow their entry.
This was the reason when a System Host was killed, the respective System took damage. And the stronger they are, the less they would be affected.
And, it wasn't that easy to open a portal to travel to and fro the System World and the other worlds. To return to the System World, a System would have to expend a tremendous amount of Mental Energy, condensing the power to open it.
It would take time to do so, not something that could be done instantly. And if a System didn't have enough Mental Energy to open a portal, it was stuck in that world until then.
But, travelling to a world from the System World was easier. After all, the Systems were able to do so free of cost.