When you have a cheat death proc (Unstable Anomaly, Indestructible, Awareness, Near Death Experience, AC-Prophet, Firebird's, Spirit Vessel) it seems that the shield doesn't work, so you'll get killed. There might be some other effects (I've sometimes failed to summon an elite pack when picking up a shrine with Nemesis Gloves in Greater Rifts, but not sure what the cause for that was).
I made a bug report with videos (Thank God for Shadowplay and it's features) of 5 (!!!) runs where this has happened. This was, however, just 1-2 days after Patch 2.1.2... I'm kind of amazed that it still hasn't been fixed. Guessing they can't figure out the cause of it..