Roleplaying games are all about creating a shared story that seeks to emulate the heights of epic fiction. A senseless character death where the person in question doesn't get to do something dramatically satisfying is a waste of effort. So this is a rule often used by roleplaying groups: If a character's death is inevitable (or indeed has already "happened"), they are granted licence to utter "dramatic last words". They can't materially affect the game, but they can provide a satisfying moment of revelation, drama, or mystery, which adds to the group experience.

Transcript

Obi-Wan: Master Qui-Gon! Stay with me!
GM: It's no good, he's dead.
Qui-Gon: I get heroic last words, right?
GM: You can't use a Force ability or anything.
Qui-Gon: No, that's cool. I just want to say something important. You know, some real "roleplaying drama" stuff.
GM: Okay, I'll allow that.
Qui-Gon: Obi-Wan... I'm fading... come here...
Obi-Wan: Yes, Master?
Qui-Gon: There's something... I have to tell you... before I die...
Obi-Wan: You want me to train Anakin as a Jedi?
Qui-Gon: Ooooh, yeah, that's even better.
{dies, eyes close}
{silence, shots pull back to overhead}