The idea of PCs retiring in my DF game has come up on this blog. Not in my game, just on this blog. The blog doesn't always reflect actual play. This is one of those places.
The smart move in my game would have been to sell off the $250,000+ worth of looted gear and treasure from Baron Sterick the Red and retire on it. Buy a tavern, go back home and buy a farm, get some rental property and get income in perpetuity while you work a nice, safe job. The foolish move is to gear up with that stuff and think, okay, let's see if I can't get even more! These guys hit the jackpot and spent it on lottery tickets, basically.
One of my fellow gamers joked that everyone in our DF game should have a disadvantage that keeps them delving until they die permanently.
In a way, they all do. It's not as blatant as the title of this post, but it may as well be. Here are some of the ones that feature in my game - all of which are standard Dungeon Fantasy / Dungeon Fantasy Role-playing Game template fodder:
Greed - so there is this dangerous mountain full of tax-free loot. You didn't get it all. In fact, you may not have even gotten a sizable fraction of it.
Obsession - so many of these. Becoming the world's best . . . whatever . . . involves delving. Best swordsman? The best swordsman doesn't back down from seeking the best blades and best goes. Most powerful wizard? Rumor and actual evidence suggests the megadungeon has the secrets you seek. You could go the slow and steady route, but you also took 20-30 other disadvantages that have their own pull to do this more quickly. Plus, many of them end with "at any cost!" That doesn't sound like avoiding the potentially best way to do it because it's dangerous is even a topic of discussion.
Intolerance - of orcs or evil, or dragons, or whatever. The dungeon has these. You don't like them at all. And you've got the power to do something about them.
Sense of Duty - your friends keep going there.
Overconfidence - coupled with any of the above, you know you're more than capable of defeating the dangers that guard the loot/secrets/etc. that you want.
That's just a quick list. Really, it's not complete. Just some standard disadvantages that explain why your PC does this silly thing of risking death until it comes. And then risking death again after it's fixed for a cost far beyond their means when they start out. The combinations make them especially lethal. That's really ideal - not for the player character, but for the player. You don't have to set aside your paper man until it's just paper representing a character long-gone.