Well... technically you already do have actions that kill players. So unless you intend to remove them... Examples:
-> When you go to hunt the missing rover, I died twice trying to find it. The reward for that? Lacklustre.
-> When you go to Santorini, and get a nuclear explosion to your face for the first time... instant death action.
-> When you get to the tram and Santorini explodes... you travel to your death.
-> When you get close to the center of the artifact in the mine, your water depletes super fast, to the point that you can dehydrate... thus dying.
Each of these are situations where the reward feels lacklustre and/or the death is abrupt and mood-killing.
So if those are all acceptable ways to kill the player, why are these methods wrong? There is a risk to any action you take in a sandbox style game... you eventually learn from your mistakes what to do and what not to do. You have to experiment to learn new things. Even something that is "obviously" going to kill you, doesn't always kill you. Like in most video games, I'll go stand in the nearest fire, and see if I actually get hurt. And I do this because, so many developers like to hide the first secret in the game behind a fake fireplace. Or a fake waterfall. Or a pushwall. Etc...