It depends on the realm. There's a quest in the Maldraxxus invasion of Bastion about how when you kill a Maldraxxi they don't actually perma-die since you need to disrupt their souls, but Kyrians do. It comes back with the quest with the Kyrian abomination.
Maldraxxus is the only realm that does that at least from what I've seen and if I had to give Blizzard some credit it's because of necromancy. Necromancy involves a soul and body that are imperfectly attached and as far as Maldraxxus is concerned, that's done so that when you die, you can then be put in something else. With the other realms your soul and body/anima are synonymous so when you destroy one you take out the other.