I have not! Though I would argue that death is the highlight of a few carols (typically the more ancient ones, and in later verses); the shining example is from “We Three Kings”:
Myrrh is mine; its bitter perfume
Breathes a life of gathering gloom:
Sorrowing, sighing, bleeding, dying,
Sealed in the stone-cold tomb.
I understand that’s not necessarily everyone’s boat, but if you love mystery and majesty in your carols (and a little catechetical foreshadowing), it doesn’t get much better than that!