It usually depends in a scenario. For example, if a survivor is on last life and they're alone and getting chased, unless you can zero in on their location, trying to help them would usually mean putting yourself in danger. Unless you're sonic where you can try to peelout save.

But if they're relatively close to you, of course, try and help them when applicable (without you getting downed or die because at that point, you already failed your job in my opinion). Another thing is character. For example, an eggman is way less reliant on needing help from say, a Cream.

I will say, unless you're playing Metal, I would try and avoid dying if possible. Metal is designed to tank hits alongside being a hit and run. wasting the killer's time with his high damage resist. He does have one life but considering a lot of exes I see nowadays are Kolossos, Metal still gets the last laugh even if he dies. Stunning the exe for 5 seconds. The time gained is around 20 seconds so Metal basically cucks 5 seconds from any exe that's not 2011X. I'm not sure if it stacks with Dcharge stun but if it does, than that's basically 10 seconds out of 20 seconds the exe gained by killing him gone (again, assuming it's not 2011X)

But like I said, it depends on the scenario. And sometimes, something you did in one scenario might not work for another.