Nobody can ever die at Burning Man.
While Burning Man is obviously an article on Wikipedia, it does not contain the word "died", "deaths" or "killed", much less any mention of anyone who died at the event. The article does include the word "death" twice, but neither instance is about anyone who died there. If you believe Wikipedia, nobody has ever died at Burning Man. If you listen to people who actually know about Burning Man, like 9 Ways to die at Burning Man, it's understandable the Burning Man Corporation would want everyone to believe there has never been a single death there.
If you don't want to read that link, the technical reason nobody can ever die there, it's because you can only be declared dead at Reno, the closest city. Even if you commit suicide at Burning Man (it has happened) your death will be in Reno.
Another thing you will not find on Wikipedia.