This is a very interesting question, and I think the context will determine the meaning. “Just” could be temporal... if the others died in the immediate past (e.g. the one speaking was in car but not killed). “Why didn’t I just die (like the others did moments before)? It could also mean “simply” or to resign ones self to a course of action or a choice. “Why didn’t I just tell my boss I was busy when he called me yesterday? Now I have to work this weekend.” It can also be used as “simply” but for strong emphasis in casual conversations and arguments: “Why don’t you just shut up!?”

Just in this case would mean simply. "Why didn't I simply die with them". The "just" implies that it would have been better if you had died with them. Another example: What could have been the reason I did not die with them.