@DamienLavizzo Very interesting, although it should be noted that this answer was written before Borderlands 3 was released.

@JMac Under the assumption that New-U stations are not canon, then Roland's death makes complete sense. Under the assumption that New-U stations are canon, many questions open up, such as why the Vault hunters would even bother trying to kill Handsome Jack, if he could respawn anyways. Actually, why anyone would attempt to kill anyone would be in question, since they could just respawn. The assumption that respawning is outside of canon is the one that would impact the world the least and would make most sense, given how people act (e.g. killing someone is possible and is a big deal).

@JMac According to Radhil's comment, the writers don't seem to consider them part of the world.

@JMac Is there any scene in one of the Borderlands games where an NPC uses a New-U station? I can't think of any right now, but it's been a while since I played Borderlands.

@Jenayah Strange that I couldn't find this via the search function

Respawing is a game mechanic that's not part of the "story". Basically, you're supposed to pretend that the player characters are never defeated. Very few games consider the player death (and subsequent respawn/rebirth/etc.) a part of what is canonically happening in the story.