As a matter of fact, there are only a handful of cases where the souls of the dead shinobi manage to break free, with Sasori and Haku being the most notable ones.

Source: https://gamerant.com/naruto-unsung-heroes-4th-great-ninja-war-sealing-team/

Fittingly, Sasori is implied to allow it so he could experience his parents' embrace again.

Source: https://www.cbr.com/naruto-most-poetic-villain-deaths/

He may have been a terrifying opponent, but Sasori was still the first Akatsuki member to fall in battle.

Source: https://www.cbr.com/naruto-all-akatsuki-members-in-order-deaths/

Sasori could find another vessel to survive, though in the off chance he isn’t able to find another vessel or has his core destroyed, his immortal life would come to an untimely end.

Source: https://gamerant.com/naruto-sasoris-immortality-explained/