I still don't understand why some people find Palpatine's return odd.
Palpatine faked his death in the least implausible way. He fell down a hole in his own throne room, so clearly he could have prepared that hole as a way to escape if the situation gets hot. This is
in a universe with force fields that slow down your fall, and where
Luke fell down a bottomless pit and survived. This is what we normally call a Disney death, its goal is that the villain can either stay dead or be revealed to have survived depending on what works better in a sequel.
Palpatine was already a powerful Force user, studying the secrets of the Dark Side and Dearth Plagueis. So now in Rise of Skywalkre he returned as a Force Lich. Rey revives him deliberately because an undead lich is more powerful than a living human.
Palpatine also acquired the Lost Orb somehow. Instead of putting it in an obvious moon-sized battle station to project power, he hides it in one of a swarm of a thousand identical ships, so that any one of them could be a planet killer and there's no way for the good guys to know which ship that is until it's too late.