I actually had this same problem - I got over it by getting more in-character. Ork captains are toys, for you and the protagonist both. Death is literally meaningless to your character, and in the context of the game. So, what does a half-dead superpowered rage and grief driven avatar of vengeance do when killing starts to lose it's shine? He makes new amusement.
This is where the game started to really take off for me. I found the most tiny, frail, hunchbacked little mess of an ork captain I could, and started stalking him. Simply surviving an encounter with you raises an ork's status, so I would murder his entire band right in front of him, beat him until he wept and begged for mercy, and then grant it, only to chase him down and do it again when he reappeared. Delightfully, the Nemesis system seemed to take this into account. He started running from me on sight, and his speech became neurotic, even by ork standards. Meanwhile, he was climbing the ranks, but I was starting to get fond of this little mess of an ork, so I arranged a promotion for him.
Just like before, I stalked down his band and took out all his supporters, opting for a stealth solution this time, purely for the dramatic value of walking up to the other side of his campfire and staring at him while his panicked wails failed to bring reinforcements. He ran, I cornered him, and this time, he killed me. (It took some doing to get there. He really didn't want to fight me.) His celebration was even bigger then the promotion he received, but not as big as his panic when I came back from the dead and stalked him down again.
By this point, I was starting to get a bit bored of him. The project seemed to be complete, after all - I had successfully made an ork the protagonist of his own little story, and now it seemed a good time to take back the reins. So I found him one last time, ran through the middle of all his shocked soldiers, and popped his head like a grape.
Imagine my shock and elation when HE came back from the dead too! Whoever was in charge of the Ork Stove must have figured he was the best one yet, because he showed up in the rankings again, his head held together with sackcloth and iron rivets. I stopped showing mercy after that, but he always came back for more, up until the end of the game when he was the last ork I fought.
The game does get harder, too - Later on that sneaky little bastard got some genuine wins on me, but usually he would just hang out with a BUNCH of other captains and wait until I was engaged fighting a few hundred enemies to gank me. Nothing compared to the dozen or so times I murdered him in increasingly creative ways, but it was all deeply satisfying to have so many unexpected twists and turns in an organic story.
Damn, I went on a bit. Er, in conclusion, death (or the evasion thereof) is just another one of your powers in the game, and it unlocks the best part of the game.
