He didn't die anywhere. You just aren't being him for the whole rest of the game.
Patti Burns died in 2001.
Otway Burns died in 1850.
Timothy Burns died in 1853.
Francis Burns died in 1863.
Alec Burns died in 2003.
Owen Burns died in 1937.
Marge Burns died in 2009.
Mary Burns died in 1863.
Sue Burns died in 2009.
Gerald Burns died in 2002.
Islay Burns died in 1872.
Burns Singer died in 1964.