Steven doesn't die in the Moon Knight comics. The character has endured and continues to be an important part of the story without facing death in the usual comic arcs.
He could end up altering the entire history of the Gem war. Steven might try to find a way to end the war peacefully much earlier. He could convince the Diamonds to change their ways before things got as bad as they did in the original timeline. This would mean that many Gems who were corrupted in the original story might not be corrupted at all. And the Earth would probably be a very different place, with a more harmonious relationship between the Gems and humans.
The key elements are Marc Spector's past as a Marine and mercenary. Also, Khonshu's revival of him in Egypt near the statue. And his dissociative identity disorder.