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Within a mud context, "realism" is usually synonymous with internal consistency within the laws of reality for the setting.
I've recently been reading the Black Magician trilogy by Trudi Canavan. In that setting, magicians are able to telepathically communicate with each other, but prefer not to because they can often accidently give away more than they intended, and cannot lie (or be tactful, etc). In addition, it's possible for other people with magical ability to listen in on the conversations, making it a very poor way to communicate secrets.
If such a rule were applied to the example you gave, then I could think of many reasons why the messenger rode back. Perhaps the king refuses mental communication (not wanting to give away secrets), or maybe the messenger needs to bring physical proof that the task is complete (the head of the enemy leader). Maybe there are still enemy magicians in the king's court who might use the opportunity to their advantage, and thus the king wants to have some time to prepare before they find out. Maybe an enemy kingdom is just waiting for one neighbor to defeat the other, so that they can move in and defeat the winner while they're still weak - and the telepathic communcation could tip them off.
If they become something else, then you're basically talking about permadeath with a second chance. The problem with the afterlife is that unless it's really fun, most players will just be annoyed by it - they'll just see it as something that prevents them getting back into the action. On the other hand, if the afterlife is too much fun then players will hang around there and not bother coming back to the world of the living.
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