You'll probably be seeing people die during boss fights just so you can learn a little more about how they operate. But if you don't like losing people just to learn something about an enemy then that's cool too. If you had been enjoying the game I'd encourage you to stick with it. The game is about highs and lows (lows involving a lot of death). It can be a pain to lose that time but another way to look at it is that you just learned a valuable lesson about the Collector.

Unless you want to study some guides or the DD wiki, most knowledge in this game is gleaned through death or near death experiences.

If that's enough to make you quit then that's okay, not everyone has to like this game.

I'm assuming that your party wasn't super high leveled (maybe level 1-3?) and later in the game you could potential lose a full party who are all at max levels. I'll be honest though, this is a game that features party wipes. Well, it'd be a shame if you quit the game over the Collector, especially if you had been enjoying it.

Darkest dungeon collector meme