There are a few situations where this is a useful option. For example: * The Ball and Chain snags when jumping off a ledge, making you unable to drop down or climb back up. * You are stuck in a snake pit with no bombs, no ropes, no mattock and nothing left to do but die. * Scumming to restart the game until the odds fall in your favor. * To revive inside the Moai in the Ice Caves whilst retaining your held item. This is not possible to do by dying any other way. Remember, ESC F1 is only sometimes good in Spelunky. Never attempt to ESC F1 in real life.