Heh, yeah, I was thinking maybe he got cold from the nearby spell, and decided to pace back and forth to get warmer, and (like all AI units) didn't see the zone of death.
But ya, it can be sad when one's heroes die, and it frequently happens in unexpected ways. It's part of the joy and agony of Dominions. In fact, I spend a lot of my time paying attention to my heroes and trying (often in vain) to have them see action yet keep them alive.
PvK