The fear of death hovers over the Mallards' house like a constant specter. People are always trying to keep it away. Even on the best of normal days, Mrs. Mallard has to be guarded against a potential shock, which could lead to her death.
When the other characters think death has come for Mr. Mallard, that too is an unexpected shock. They receive news that he died in a train accident, which is sudden and without preparation – he didn't have a disease, as Mrs. Mallard does. The majority of the story features Mrs. Mallard trying to process her husband's death, only to find out he's cheated death after all. Then, unfortunately, she dies herself.
It seems as though death is determined to take one of the Mallards' lives that day, and it just ends up taking a different one than was originally thought. Or, in a more sinister approach, perhaps it would always have been Mrs. Mallard's fate to receive this kind of particular shock, in order to succumb to her own death – which, granted, the other characters seemed more prepared for, at least in the abstract.