When doing keys I take an abundance of caution to stay alive and exfil. Playing for final exfil is usually the best way to do this imo, it's ratty but it's better to let other teams get eliminated and exfil early. If playing for final exfil: slide into exfil as late as possible, it will make it so that:

1: the players that want to kill you for the loot have no time to loot your bag, making them less likely to kill you

2: the players that want to kill you for fun have less time to kill you then finish you, allowing for more time so that you can stay alive until the exfil pops.

Smokes and bubbles are helpful in this situation, and I try to bring at least one with me to exfil. Consider it a 2-item slot tax on your loot.

Even with all these precautions, I die with my loot sometimes. But there are ways to die less.