There are times when not everyone makes it out alive, and that can be true for the companions that our Dovahkiin picks up and takes with him.
So, let us remember those we lost.
Kharjo, faithful Khajiit companion, who's life was ended in the ruins of Nchardak, Solstheim. I turned away and you never came back. Killed by a Dwemer Centurion.
RIP, Kharjo. May you find warm sands in the afterlife.