Rogue Lords has a non-traditional game mechanics, the in-game 'cheats' by the power of the Devil. You can use this power to do almost everything to help you win the game: depleting enemies HP/SP to 0, recovering our HP/SP, exchanging status, increasing success rate, changing path, and keep us alive. Though it sounds like cheating, it is surely the game mechanics. You may find this interesting.

The power is limited to a currency. Using the power cost you depends on the cheat. It will reset every time you start a book. You can also recover in a fountain. It may also be changed by some events.

It may looks like overpower, but No.
How did I always be killed in the first book, in the easiest difficulty?

I've been died in the final boss for a few times, and some before the final boss too. It is getting bored as I always repeat the first book and start with zero progress: stats reset, no good skill kept, no item kept, etc. There is a 'general' progress which could give you better skills in the game, but the starting always start zero, thinking like a deck of cards but your initial cards always the same. The good thing is you can change your characters if they're unlocked, so at least you can have new formation.

This game was interesting, but it is ridiculously difficult. I cannot get pass the first book. Tried some tricks but nothing works.
Though, it had been fun for my 10 hours. And perhaps, my future smarter version of me would come back to beat this.