For me, God Mode on Hades made a huge amount of difference, also, at least you could take the gems or whatever it was you got from it to permanently improve weapons.
I wish there was something similar for Returnal, either a God Mode that makes you more tanky, or weapon proficiency being permanent, at least that way I would feel like dying was at least netting me some progress other than "gitting gudder".
The weapon proficiency thing really irked me, since my expectation was that Selene would remember that she was getting better at shooting a specific gun, alas, no.