This happened while I did not experience any lag or connection problems, was at ~full health, followed another character and had yet two behind me. In short the death was not caused by any mob, mob skill or anything.
Asking one who remained in the game what killed me, he said that the only message he got was that I had disconnected.
I don't mind dying, but it should not be to unexplainable bugs.
Sorry if this bug has been reported already - could not find any info.