As @HoundofShadow said, this is by design. There have been other forum threads about it where we’ve been told that this is the correct behavior. There are some other “special” tiles that work this way as well (stay after death until they count down on their own). BlackBolt’s motivation tile comes to mind as one example.
Hi everyone, I can confirm that this is intended. If I recall correctly, this is considered to be a character tile, and they stay on the board even after the character is downed. This works the same way with Blackbolt’s motivation tile as amboraz mentioned above.