I thought this at first, when watching the matrix, but there are many reports of people dying due to giving up on life (given, they're already at death's door), and people who have tried to struggle on, past, and lived. Will seems to be an important thing, and it's well known that pain can be hallucinated, just as visual, sound, etc. types of stimulus. If you were to 'die' from an event in your dream, I believe that it wouldnt be physical damage as such, as the brain shutting down critical facilities throughout the body, similar to the effects generated by the brain when someone suffers critical injuries, and the brain shuts down various organ systems, to concerve energy etc. Just a sidethought.