Board Thread:Television/@comment-11220539-20171103051010/@comment-1895174-20180519191339

He blinked out of existence because they broke the time loop. The death might not even matter in that sense.

I don't think they knew how Infinity War ends. The tie-in doesn't go further than referencing Thanos is coming and stuff's going down in New York. You can get all that from just the trailer. And even if they did, I can imagine why they wouldn't want to end the show with that, as this season finale was written as if it was a series finale.