Is it worth to let a dweller go in exploration till he/she dies?

Paraphrasing from your comment:

Generally speaking, when a dweller goes out from the vault, does the loot he/she gets outweigh the revival costs?

If you compare the amount of caps a dweller finds on their adventures plus the sell value of all items they bring back to the vault against their revival costs, probably not, although that's a matter of statistics. But I don't think we need statistics to give you the advice you seem to be looking for.

I don't think I have ever left a vault dweller's body to decay - I always revive them. There are several benefits to this, some of which are pointed out in the comments:

• Dwellers bring back junk from the wasteland. You need junk to craft items. Some junk can only really be found in the wasteland, lunchboxes become rarer and bodies won't drop a lot nor all kinds of junk.
• When they can't carry any more junk they will return anyway.
• Explorers bring back weapons and outfits. These are often far below their own level, and not very useful in the long run, but when starting your vault they will prove useful as you will want to equip every single vault dweller with a weapon and an outfit. Outfits with specialized SPECIAL bonuses are helpful at all times, though, for the efficiency of their specific rooms.
• Dwellers have a chance to find recipes. They are not nearly as helpful as they appear, especially in the long run, but sometimes you need specific weapons or outfits to be able to play certain quests.
• You can find other dwellers in the wasteland.
• Ultimately, the more combined time you have dwellers out roaming in the wild, the higher the chance of finding lunchboxes and rare versions of items or dwellers.

So, in short: yes, it is worth it.