Yes, the game is often needlessly cruel... but it's actually not that hard to run and grab your gear and run away. Just make sure you're buff naked to move fast, fill yourself up with lots of food (and frost resistance mead!), and have nothing in your inventory so you instantly grab everything. And don't forget to rest first (you don't want to try it without the Rested buff)

Then run run run...

It's actually not that hard in mountains compared to the plains... has anyone managed successfully to corpse run in the mistlands?