I've been trying to think of the characters who have had heroic deaths (to save the day/save the doctor) and the only male companion I can recall who has done that is Captain Jack. And he was brought back. (I might have missed a few heroic male companion deaths, but for one I'm not convinced Adric's death was heroic or to "save the day" he just wanted to solve an equation...)

The others like Astrid, or Gwyneth (unquiet dead) etc etc stay dead.