"After the flop—BAM—they're dead before they even had a chance to cast anything". Richard Garfield describes the pain of losing a hero in Valve's upcoming digital card game, Artifact. Though this is an understandable reaction from new players, high-level Artifact players may intentionally sacrifice their heroes for the opportunity to redeploy to a different lane.
As Garfield says, you only need to win two out of three lanes, so ditching one to get a power surge in another could be useful, depending on the circumstances. Garfield also mentions that hero upgrades are designed to last for the duration of a game, so the actions you've spent upgrading a hero aren't necessarily wasted.
The Necrophos combo he shows is neat. Sometimes it's worth playing an upgrade on a hero that's about to die, because when the hero comes back the damage-on-deploy upgrade triggers and clears some enemies.