I wondered the same thing myself at first, but no, we are not, even though there are people here who have died. Whatever it is that brings people here manages to get around that little obstacle by 'pulling' them from a time before their actual demise. In Bella's case, it may have been only seconds before, but I'm not certain of that, because truthfully, I've scarcely spoken with her.

Although [another pause] she is aware of our... duplicity. [And then, hurriedly-] No one has heard from her for quite some time, though. She disappeared into the Mist a few months ago, and with any luck, she won't come back.