I do not see any possible way to call it cheating. You either know you are about to die and quit to avoid it, or you quit and might have survived. Either way, you did not clear the zone and have to go back.
Knowing when you are not going to make it is a skill IMO. I mean, just sitting there and dying, because its hardcore? I dunno, that sounds like suicide. If the designers wanted that, then you could only pull up the menu in town or something.
I used to play D3 on hardcore just because all of my gaming buddies were playing HC. It is fun and exciting and every near-death situation pumps your blood and everything. I remember I played poison dart Witch Doctor - insanely strong DPS build, but a bit squishy and is meant to be played with support in higher rifts. Well, I died twice (so had to level 3 similiar characters in a row). Lost interest in playing HC (and D3 for that matter) in the middle of leveling my 3rd char.
You see, playing games like this on hardcore is fun in the same way gambling is fun. It’s a game of RNG, it’s not skill-based. So you are basically gambling, you are not being hardcore gamer or anything. Hardcore gamers beast ladders in Starcraft 2 or win trophies in Counter-Strike or there is another breed of hardcore gamers who are on top of leaderboards of insanely dificult single-player games like Meatboy or N. But this is not hardcore.
So you can play hc in Grim Dawn, but you have to understand, that deep down you are not being a super professional gamer, you just like to add a bit of gambling to a game already based on RNG.
On another note, character saves being located on player’s computer makes the whole idea of hardcore moot.
Bullshit. Ofcourse ARPG is not on the level of competitive games with skyscrapper-high skill caps, but you still make a ton of decisions like how to move in a fight, when you need to disengage to get your stuff off cooldown first, etc. So no, Hardcore is not RNG. And shouldn’t be. It’s about doing right decisions and executing them flawlessly. Ideally you should only die on HC if you fuckup. Which is direct opposite from gambling.
That would strongly be a case of being your own opinion and essentially indicates what you might do in that situation. It feels like you are projecting yourself on to everyone else.
Not everyone save scums. Rogue-like players go way back and some people purposefully play the “hardcore” style no matter where their saves are located. Some of us can in fact follow our own internal code in these situations. In fact, I would much rather my saves be located on my machine as this is a good indicator of whether a game is always-online or not. Hardcore is crap for always-online. Like I really want to worry about losing my toon I’ve dumped hours and hours into just because the 'net decided to get laggy that day?
No thanks.
It’s a random number generator game, man, please. Of course you should learn how to move and position yourself, but that’s kid’s play really. Everyone can do it. You just study the mechanics a bit which is not that hard and bam, you already reached the skill ceiling. It’s all RNG, you get a favourable set of items, you win, you don’t get it, you die sometimes. You don’t have to “execute decisions” flawlessly. Just get lucky with drops/trades, put in a lot of hours, study mechanics a bit (i.e. builds, types of damages, etc.) and don’t do obviously stupid shit in-game, like standing in the pools of acid thrown by Port Valbury bosses or pulling all 3 nemesis in one spot instead of splitting them in Crucible.
Well, that’s you, but a lot of players like OP can’t resist the urge to exploit single-player mechanics and just escape-exit game out of dodgy situations. I don’t blame them for them. I just don’t understand why are they playing hardcore in the first place. The whole point as I said earlier is to feel that rush from near-death situations, if you don’t die for real (like you exit the game or backup save files) there won’t be no rush.
True… in the initial situation he outlined in the OP he did indeed do a “soft” cheat, tho one allowable in a roundabout way by the game. It does in a manner defeat the purpose of playing that mode… if he had been about to die due to lag (he said he was playing with friends) I would have felt it more “legit” to go the path he did but he didn’t indicate that this was the case here.
In the end tho it is all up to the player where they are going to draw the line on what’s kosher for them.
I agree that there is some RNG involved. But like “Stupid Dragon” said your job is to reduce your chances of failing as much as possible and that is intentional and logical work. You don’t just come to some boss fight to gamble your chances.
To give you an example - I stopped my quest progression in normal veteran to farm resistance and fire dmg gear over and over again in Warden’s lab and Cronley’s and then SoT. I knew aether/ chaos/ vitality was gonna be all the way to till the end of the game so I worked hard to max those. In other words, I was not really gambling. I was bending RNG to my side by working towards it.
A gamble would be to fight an Aetherial boss with 0% Aether resistances hoping you will evade all his skillshots. But no, you come with your homework done. You have the resistances, you know boss attacks and cooldowns by heart, you know your build and your fingers are sweating to pull that combo perfectly so that you don’t screw up your cooldowns. You need to kite so that your traps are in range and hit the boss effectively but at the same time you don’t get hit or you stutter-step to maximize your dps. It becomes a gamble as much as you allow it to be one. I have died many times in many various HC games and to be honest there wasn’t an instance where I could say “Damn I was unlucky”. All I could think was “How was I so stupid to mess up so hard?”.
It was not singleplayer. I left a multiplayer match. And trust me my heart was pounding and hands shaking for good 30 min after that. :D. 1 week of grinding flashed in front of my eyes. 
The thing is as the OP has clearly stated he didn’t expect to be alive, so he didn’t exploit anything as he didn’t do this with the expectation of saving his char, not only that the fact that the OP posted asking this, shows that it wasn’t a deliberate attempt to exploit the game. Maybe read the post clearly before accusing people of why they doing things 
if you were lucky enough to get out of a laggy game without dying in HC, consider yourself lucky. No it’s not cheating.
I feel like I haven’t made my point clear enough. By gambling I didn’t mean going into the boss fights with no resists crossing your fingers and praying to leprechauns.
By “gambling” I meant that the very nature of every rpg - random number generator that affect every aspect of the game. Players overcome it by putting in more hours.
But there is little skill to it. You just put more hours in and play it safer on HC. But speed of your progress is still RNG dependant. Whether you complete a set you need, whether you drop that MI, or if you gamble with areas that are way over you head it’s whether you get critted or not or whether you get a favourable boss at the end of a rift or not.
In online-only hardcore there is also additional factor of randomness which is server and your connection.
So in the end you invest a lot of hours into your toon on HC knowing that a RNG spike can kill you and there is nothing you can do. Surely, you can learn how to minimize the risks, but you can never be 100% safe. Putting your eggs into RNG basket = gambling.
Dying make me feel bad, like real bad. And no, HC doesn’t advocate you to make good build, it encourages you to make safe build with “just enough” damage. You don’t go in HC with a fun build (check electric elementalist in my sig)
You can play SC with a rule of not dying and it’s pretty much the same as HC, but it allows you to recover from “shit happens” moment, like when Fabius crit you for 20k damage and you will die no matter what.
If anything, I would argue SC allows you to dangle on much more experimental builds