I mean there are several factors at play here:

• Celebrity deaths draw attention to their work, especially with the kind of reverence for the dead we have in many cultures. An artist that dies popular will pretty much always become even more popular as a result of their death.

• An art work's legacy can keep growing for a long time once it starts, and the artist's death doesn't prevent this. If anything it's the opposite, given the point above.

• We experience art relative to the surrounding culture, and sometimes the culture isn't a good fit until long after the work is created. See Van Gogh, for example, whose work wasn't really appreciated during his lifetime. This happens to lesser extents with many popular artists, which means people start appreciating parts of their back catalogues later on when the artist might already have died.