It shouldn't; I've only had 1 death quote and it worked fine. Are you using 0xFFFF as the character ID?
#define setDeath(index, char, chapter, eventID, textID) "ORG $9ECD4C+(0xC*index); SHORT char; BYTE 0xFF chapter; SHORT eventID textID 0 0"
setDeath(0, Eirika, 0, 0x65, 0xC23)
setDeath(1, 0xFFFF, 0, 0, 0) //terminator