Why does a person return to masturbating every time he stops, and is supplicating for death to escape from sins acceptable?

It is not permissible to supplicate against oneself or to wish for death, based on the Prophet, peace and blessings be upon him, who said: "Do not supplicate against yourselves... lest you coincide with an hour from Allah in which requests are granted and your supplication is answered," and "None of you should wish for death due to a hardship that has befallen him. Rather, let him say: 'O Allah, keep me alive as long as life is good for me, and take my life if death is better for me.'"

As for one who fears Allah's wrath due to sins, he should repent to Him and seek forgiveness, and seek His help in abandoning sins. For Allah accepts the repentance of those who repent, no matter how often they repeat the sin, as stated in the Hadith Qudsi: "A servant committed a sin and said: 'O Allah, forgive me my sin...' Do as you wish, for I have forgiven you," meaning as long as you repent with sincere repentance.