I used to have suicidal thoughts when I had DP, but one of the overwhelming driving motivations I had for *not* killing myself was the fact that I had this incessant fear that if I died in DP, I would be 'stuck' in DP world as it were. Perhaps that makes sense to you and is similar to what you are asking. I thought death while depersonalized would leave me trapped for eternity in a bizarre state.
Try not to focus on this too much (fear of death while depersonalized). I figure it's just the mind trying to map out how all the different experiences play out/exist while depersonalized. It looks to the significant things (such as, relationships, occupations, love, death) and tries to comprehend what the unknowable ones would be perceived like. It's like concerning yourself about what your coworkers lunch tasted like: it doesn't really matter
The mind convinces you it's important to understand what the phenomenal experience would be like, though 
Try not to focus on this too much (fear of death while depersonalized). I figure it's just the mind trying to map out how all the different experiences play out/exist while depersonalized. It looks to the significant things (such as, relationships, occupations, love, death) and tries to comprehend what the unknowable ones would be perceived like. It's like concerning yourself about what your coworkers lunch tasted like: it doesn't really matter