He's heard of the penalties associated with being brought back to life in this strange place. He hoped he never had to experience it, of course, but Vegeta was aware that death was not a permanent state of being in Luceti.

"I'm surprised you speak of death so calmly, despite the fact that it's merely temporary. Death is death, and even where I come from where it isn't necessarily the end of your existence, it is still regarded with pain and sorrow. Unless I'm just reading you wrong."