The game has very big or fullscreen menus that take up most of the game space. That in combination with enemies seeming to aggro from way way way off screen means that even when I go out of my way get to a safe space to spec my skill points, I can still die to some random enemy aggroing from narnia.
My suggestion would be a damage indicator at the side of the screen (like a red effect) or just altogether closing the menu. Personally, even if its not on by default having a “auto close menus when attacked” settings option would be amazing for me.
I just lost a level 57 hardcore character because I got 3 skill points and figured I’d run deep into the boss room to spec them before starting the boss. When I closed the menu I found out my character was dead to an enemy that was offscreen when I starting speccing and it really killed my fun.