I think that should be the design goal--not that you never risk death, but that you always know why you died. You should only have to make a given mistake out of ignorance once. The next several hundred times are all down to haste, carelessness, greed, or incompetence. :D
This is a good point and I agree.
I'm a casual Spelunky player, and I've actually only obtained and used the teleporter once, resulting in a death. If I hadn't read the forums here and read about the teleporter, I would've never used it again. Why? Simple. This item can kill me if I use it. Why would I want to use it again? There is absolutely no incentive to do so. There is no evidence that it could be something else but random, unless I deliberately waste several lives to check that, possibly it being a wild goose chase in the end.
I wonder how many players actually spend time reading forums. I think it's unreasonable to require them to do so in order to get confirmation about whether they should or shouldn't explore the functions of an item in the game. The game itself should provide this info. It wouldn't make the item any easier to use either. Just gives a reason to keep trying it.
Other than details like this though, I do like Spelunky. I play it only every now and then though. Only reached world 3 so far.