The answer is simple: a higher power, the one that gave him the ability to never fully die (aka he dies but comes back) decided that not dying was a gift and that Kenny deserved some form of punishment along with it. so he willed Kenny to always be in freak accidents just so his "gift" would be seen as a "curse" to everyone else. what the higher power didn't realize was that South Park residents put off Tramatic events like that. Kenny's deaths were always so sudden and short that South Park would just forget the death altogether, hence the reason no one remembers he ever dies.
Find out what kenny really says in all the theme songs .he dies cause hes being punished for that nd he keeps coming back cause its plus painful nd funny
In one of the episodes (Jimmy vs. Timmy ou something like that) Timmy gave Jimmy Kenny's parka and when he walked down the rue a whole bunch of freak accidents were happening without Jimmy noticing it. So maybe there's a curse on his parka that causes him to die a lot