We don't receive a penalty for dying. The difference between suicidal humans and suicidal AIs is that suicidal AIs keep respawning i.e. they are immortal.
Looking at genetic algorithms makes a great comparison. In essence any algorithm in which the wolf commits suicide doesn't make it to the next generation. It's the equivalent of an enormous score penalty and 100% analog to how it works for actual life.
Genetic algorithms are based on the same reward/cost function setup. They could easily arrive at the same conclusion because suicide might be the dominant strategy.