There's no indication that the guards killed me with their shotguns nor the subway train ran me over; it just quickly cuts to black and then I respawn at the last checkpoint. It seems that the only way to consistently prevent it is to stand behind the concrete pillar and hope the subway trains kill the PK guards. Sometimes they don't get run over and then it's annoying as I have to kill them or they somehow kill me without getting shot wtf. I only noticed this replaying the Ropeburn chapter trying to find optional bags.