Dying in GTA is all part of the fun. It's baked into the game, too. You just wake up in the hospital minus some cash, indicative of the privatized American healthcare system. Streamer Crayator tried to complete GTA 5 deathless eight times before giving up, and he managed to beat Red Dead Redemption 2 without dying on his third attempt.
This first run ended nine-and-a-half hours in when Arthur seemed to accidentally bonk his head while chasing a train on horseback. It's not entirely clear what caused this death, and I'd have been extremely annoyed if this had happened to me that deep into a run.
