One issue I've ran into is that when you die, your last save file is loaded instead of just respawning at the beginning of the area. Is that just me?
That is mainly a multiplayer feature; In Coop if you are defeated, you lose half your gold but can still resurrect party members by exiting the map. The Bank also makes it easier to send gold to other players so they can purchase items in multiplayer!
In Addition to this, the Hawkman has some benefits to when he uses the bank in both Singleplayer and Multiplayer!