Immortality was an aspect even Gods didn't possess. Although a God retaining their position had never been killed, several Fallen Gods had died. An example was Arawn, who rose as a calamity in Alex's previous life.
Unfortunately, he was quickly suppressed due to a lack of subordinates. Nek and the others hadn't been enough.
Immortality was a trait unique to a Phoenix. They were the flames of the world and served the God of Fire. Ally would be the correct word, as the strongest Phoenix had an equal contract with the God of Fire.
Immortality allowed a Phoenix to regenerate through flames, regardless of how many times they died. Although they would lose their sense of identity, their prowess and existence would be retained through an endless cycle of rebirth.
It was similar to the concept of karma. Only, the flames were Narak, but they served as a form of Swarga. They were the eternal bliss.