It is likely due to the game's mechanics and design choices. The developers may have decided to have dying to the lady under Leurnia result in teleporting the player to Volcano Manor as a way to introduce them to new challenges and areas of the game. It adds an element of surprise and unpredictability to the gameplay, keeping the player on their toes and encouraging exploration. Additionally, it could serve as a way to link different parts of the game world together and create a more interconnected and immersive experience for the player.
