…if you lose at any round you have to start over from the beginning…
But losing in the last round implies final death, since the defibrillator goes off, doesn’t it?
The only thing you’ll see is a shot in the face from which you will never recover. It’s the ending. Pathetic, but fair and believable.
Closing the game because there’s essentially no point in continuing to keep it running is quite natural. Especially given the almost complete abandonment of the UI, pause menu and other stuff.