I've found a number of stories about dying in the saddle during consensual sex, but most of them didn't involve hookers (my specific interest).
One interesting exception is the story of French Cardinal Jean Danielou, who in May 1974 suffered a seizure and died in the Paris home of a woman who was a known sex worker and exotic dancer; truly
la mort d'amour. His defenders, however, swear no sex was involved- he was merely delivering her a gift of cash so she could bail her boyfriend out of jail. Of course.
https://www.thelocal.fr/galleries/news/ ... scandals/7