Responses
Not confirming just theorizing but maybe he only experiences the penalty once per unique death. Like he died to the dolls once so we can't confirm but maybe the Ester story was the penalty and since he only died to the demon king this time maybe he only experienced that penalty. The reason I think this at least is because it is implied that every boss or boss-like monster has some type of sad backstory and that was what happened with the dolls. So he would either experience the same back story or just experience it for the first death.
But what about his penalties for all the time he died at the hands of the Demon King ? What were they ?