If death is the penalty of sin why do saved sinners still die physically?
We must learn to distinguish between the penalty of sin and the consequence of sin. Once a sinner trusts in Christ and what He did on the cross for salvation, the penalty of sin is taken away immediately.
However, sin carries consequences. It affects, infects and contaminates us physically. And so saved sinners still die physically even though they are already saved from the penalty of sin which is death.
One day, God will give saved sinners resurrection bodies freed from the contamination of sin. God decided to not give saved sinners their glorified bodies immediately upon salvation because there are many lessons to be learned about God which can only be learned in their present mortal condition, lessons that could not be learned if they are immediately given their glorified bodies at the moment of salvation.