This is what Hades and other "persistent rogues" for lack of a better term do - as opposed to a more traditional rogue-like experience such as Spelunky where you always start with the same figurative stats. (Unlocking new characters doesn't really count since they don't impact the gameplay)

EDIT: I also think Noita may also do this as well, meaning when you discover new wand capabilities they have a chance of spawning in the Holy Mountain in future runs.