The pre-born of the Dune series have their ancestors memories up to the moment of the next generations' conception. This is stated many times throughout the books. Leto II, however, claims to know death intimately because he has experienced it so often in his ancestor memories.
How unutterably boring death is.
Even before his transformation, he tells Stilgar (?) that death holds no surprise for him. And later in his recorded journals, he mentions the various methods by which he has suffered:
I have suffered wounds in every epoch - wounds from fist and club and rock, from shell-studded limb and bronze sword, from the mace and the cannon, from arrows and lasguns and the silent smothering of atomic dust, from biological invasions which blacken the tongue and drown the lungs, from the swift gush of flame and the silent working of slow poisons... and more I will not recount! I have seen and felt them all.
Given that each ancestor memory only goes up to the point where the next one was conceived, it doesn't make sense that Leto II would have any memories of death or fatal wounds. Or, as Lady Jessica puts it:
How truly strange it was, Jessica thought, that this young flesh could carry all of Paul's memories, at least until the moment of Paul's spermal separation from his own past.
Leto himself apparently addressed this very point somewhat while discussing the nature of armies with his majordomo, Moneo:
He is every soldier in human history. He offered to parade for me a series of examples-famous military figures who were frozen in adolescence.
Why would a pre-born have memories of death or fatal injuries?