Why in 300 were they called the immortals?

Immortales

The ancient Persian Immortals were a band of warriors 10,000 strong and were personal bodyguard to the king himself (in 300's case, Xerxes I).

They were know as Immortals, not only because they were exceptionally good fighters (ignore 300's depiction, they were noraml Persian men in robes with a long spear and large wicker shield) but also because whenever one died, another instantly took his place. the Immortals were always kept at 10,000 men, so it seemed that none had died after each battle.