I don't know if I have much to offer for this topic. Outside of a favor for a friend and setting up encounters as a GM, I have never created a character specifically to kill them.
Please excuse me if I end up misunderstanding. However, my knee-jerk reaction is to advise counseling. If you want something like a one on one fight just for the sake of that sweet RP violence, then that is one thing. But wanting a game just to see your character die, to me, speaks of something not quite right.
I hesitated to reply to this for a while. Maybe I'm off the mark. I do acknowledge that I do not know all of the details.
To reassure you that I am sound of mind and is simply looking for a more unusual form of story telling, I'll explain to you the reason why I have plans of killing off characters and the nature of those characters that I kill off.
Firstly, I never kill characters for the sake of killing them, nor for shock factors, I make my best effort to develop and flesh out every character I intend to use. While I do not plan to kill them when I begin to create them, I do ask questions like "what is something they are willing to die for?" and what will their state of mind be when faced with death in various circumstances. Because I believe that unless the character is made specifically to be immortal (which comes with a whole other bouquet of questions), their views of life and death is important, especially in genres where death is common place.
Now that I've covered "genres where death is common", such as post apocalyptic, dystopian, grimdark or war, another common occurrence in RPs is plot armor for player characters, as group RPs tend to treat all PCs like the protagonist. While there is nothing wrong with that (as many above stated, many people get attached to their characters), I often feel like it takes away from the idea of it, as if death is just a backdrop. Once again that does not mean I'm going to kill off someone for the sake of it, I still carefully consider whether the death makes sense, whether it will have an impact on the plot, and how it will effect other player characters.
One thing I would like to make more clear (as I already stated this in the original post) is that to me, the death of a character doesn't mean the end of the story. One of my favorite aspects to explore in storytelling is succession, that stories and people don't exist in a vacuum. Whether it's a family that lives to keep it's traditions, androids roaming wastelands still wanting to carry out orders given by humans, thousand year curses or even the classic dead parents trope. Every single character who I planned to kill off, I also planned them a successor, someone who will continue the adventure and pass the torch on to someone else. There are many plots out there that focuses on a multigenerational timeline, except the transition phase is something that is rarely in the spotlight. Those who had passed before seems like artifacts of the past instead of living breathing people with their own aspirations, hopes and motivations. I simply want to break that mold and instead give equal chances to predecessors and successors, developing both of them as my protagonists.
Or, to simply clear up your misconception, I do not want a game just for making a character die, I am interested in the things they do in life, which is what decide the things they leave after death. As someone who is a fan of more bitter sweet endings, what I want are stories about what one can do before, and legacies that people can pass on despite the fact that death is inevitable.