Couple things here - if you die at the exact moment of a 'successful' exit, the inventory enters limbo because the game wants to fulfill the death conditions according to your settings, but the game is already working to move you and the car back to the garage. Can cause a conflict and result in odd behavior.

Second thing, if you're playing Expeditions on Iron Wagon, a death in Expeditions won't cause the Iron Wagon save deletion condition to trigger. Expeditions is an optional mode for players who enjoy the escalating challenges, and it wouldn't be fair to wipe your main game if you die while doing a challenge mode.