This game is interesting but counter-intuitive.
The main progression comes from Skill Mastery which you get by getting levels in the skill. The early level are faster to get, so the best way to raise Mastery is by dying as fast as possible after getting a few levels in the skill to train. This makes the first few unlocks useless: increasing your max DL makes you gain Mastery slower! The only purpose of these unlocks at this point is to gain achievements... whose rewards also increase your survivability and slow you down!
Once you get to Thinking 9 you do need some boosts to start getting exp in Perfectionism, but once you get a Mastery level it's more efficient to reduce the life duration than to push for more Perfectionism levels at once.
And then Thinking 12 adds a Combat system and Perks... that have no link to the existing systems at all! No impact on DL, no Gold reward, no benefit from existing skill, drink or shop items, it just takes time away from grinding Skills while you fight to get Perks. And the first per is... increased max DL, slower Mastery!
I'm at Thinking 13 and have not tried getting the Combat skills unlocked there. It seems pointless: why invest time into getting enough money and shop items to get a level and get 2-4 more Perk points when I could instead take 3 lives to gather 3x2 Perk points? The only reason to bother with Combat skills is to complete the Training Grounds.
In the end it all boils down to how Mastery is easier to grind with short lives. If you make the Mastery exp per skill level match the growth of the skill level exp, then it would make long lives more efficient and the rest of the game would make sense.