Errr ... no real such thing as "roleplaying incorrectly" so long as it is true to your character.
Death, even an in-game death with a respawning, is going to be something that everyone is a bit cluelesss about. Maybe your character is trying to make a mental image, or maybe your soul reflects easier where it fell, or maybe there is a magic rock where you died that makes you feel better. You are going to run into tons of ways that little things like this are going to be RPed, and the important thing is to be true to your character, and moreso to have fun.
Gar, the 7 foot half-orc barbarian isn't going to think much about how he died, but his soul will certainly heal quicker where he fell. Ezekiel, the most pious preist that ever lived, would probably be able to heal his soul anywhere, but going to where he fell grants him understanding. Bobicus Maximus, the great soldier, would probably want to honor himself where he fell.
Play it how it feels right really. That's what I did with Quin, and even though I had to kill him off to keep from changing his character, I wouldn't do it any other way.