How do you make death and a TPK fun?

I’ve been looking at games to work as a taste breaker from dnd for my group and a lot of the games that fit my criteria (easy to pick up and play for a few session) and that grab my attention are horror games. Games like Delta Green, Liminal Horror, Mothership!

One part I’m struggling with is how to handle a game where a player is so paper thin and death is so likely. How do you handle death in these games? Or the fact that an adventure might just end with everyone being torn apart and the monster winning?

How do you make a scenario like that just as enjoyable as one where the heroes win?