Relevant text of You Will Remain's SA: If an opponent removes your last Hero from battle, you may remove this from the game to add your Hero to battle.
I read that as requiring the opponent to be removing your hero by a special ability. This is phrased differently than Christ's Triumph (If your N.T. human Hero fails a rescue attempt...). Using the phrase "removes from battle" implies that the opponent is actively making that happen instead of following normal battle resolution by the numbers.
