I think you should be able to die in only two ways. 1) If you're in a situation where you are confined to a space in a situation where you have to die, say: Your character has been trapped against a wall, with major injuries and a 15 man gun squad in front of them. 2) Also, if you want your character to die. I've seen plenty of people just simply kill off a character because it helps the story or they want to debut a new character. Say, this one time, the GM of a roleplay thought that it was unfair how he was playing two players when the rest were playing one. So he got one to blow the others brains out.

Only in these situations do I think it should happen, like, warn them before the death. But can anyone escape going into Cardiac arrest while 15 Mexican soldiers intend to kill them?