I suppose it comes from the style of the tale. It's a history, rather than a thriller. Like anyone reading the sagas would already know that the characters were dead, and having chapters named 'The Death of so-and-so' will make for easy reference.
There's at least one of those in
The Lord of the Rings too, when the author talks about Merry, I believe, gaining a scar which lasted until the end of his days.