I'm playing on the Xbone, so I don't know if anything has happened to address this in the current build, but I think being booted back to the main menu on mission failure is excessively harsh, especially in Solo mode. I can maybe see why it works that way in multiplayer, considering the lack of a drop-in-drop-out matchmaking system, but I think the option to continue from the beginning of the mission section (such as after taking down the Beholder, at the start of the Kuzmann boss fight) would do a lot to make the game less frustrating to play.