The shock of birth is worse. The new personality is not entirely focused, and it must make immediate critical adjustments of the strongest nature. Death in our terms is a termination but does not involve such immediate critical manipulations. There is ‘time’ to catch up, so to speak. The vital core of awareness appears on another plane.
The personality soon will be fully materialized on another plane before he/she dies in this one. In a sudden death however, this can be more upsetting to the personality involved, and since new materialization is simultaneous, it can lead to confusion.