I don't know about that, I think it's mostly that he was only (probably unintentionally) looking at tales that supported his premise.
Xuanzang and his disciples, Sun Wukong, Zhu Bajie, Sha Wujing, and Yùlóng Sāntàizǐ, all survived and were richly rewarded for there efforts. Sinbad retires in luxury. Ali Baba becomes wealthy on the thieves' gold and Morgiana wins her freedom and marries Ali Baba's son. Aladdin gets everything he wants.
Heck, Scherezade survives the 1001 Nights and becomes Shahryār's queen.
Scherezade isn't the hero (or heroine) she's the storyteller - the storytellers always
survive, else the story is never heard.
One Thousand Nights and a Night is not quite a fair comparison though - it is not a full 'hero tale' following one great hero through his travels and travails, but rather a long series of short vignettes.
The hero tales chosen were, for the most part, Western, The East may have a different tradition. On the other hand many of the 'samurai' style of story do fit the mold. (Musashi aside, though there is tragedy in a death by thoracic cancer.)
I am not really familiar enough with Eastern and Middle Eastern tales to be an accurate judge however.
It does seem to be fairly true of the West and in those cultures with either a Greco-Roman or Teutonic background. I will say that while Roland certainly fits the bill the very real Charlemagne did not. Celtic hero tales also seem to end with the death of the hero, but are otherwise a bit off, more wildly fantastic in some ways. (Seek ye the stream where there are white sheep upon one side, and black sheep upon the other, where the trees upon one side have trunks of black, and the trees upon the other side have trunks of white. Where white salmon swim one way, and black salmon swim the other... Turn left.) Cuchulain comes to mind.
The Auld Grump