I feel like a coward

We've been playing the Crooked Moon campaign (no spoilers, I promise) and I was enjoying the game. I liked the feel that there was a real risk and I felt like it might be cool to have my PC die (I'm playing a Deepborn Plague Monk) and I had an idea for a backup character in the chamber (Pointy Hat's Hemomancer because we don't have a Face). We got back together tonight after a month of missed sessions because, life. Anyway, it actually happened. I failed three death saves in a row in a boss fight. The DM offerred me a choice because I'd joked about my backup character. We ended the session (the other two players barely managed to finish him off). On the drive home, I felt like I wanted to keep him because, even though I would like my new character, I'd been having fun slashing enemies with my claws and dropping off a third story landing onto the bad guys. I think I'm okay with my decision, but I kinda feel like a coward for not abiding by the dice's decision. What do you guys think?