Why do we wake up right after dying in a dream?

Inception isn't? You don't actually die in a dream, close enough is when you're about to die (probably as a result of a danger). read more

To repeatedly wake up after death dream can be a sign that something is subconsciously bothering you and you may need help of a professional psychologist. If you are having such dreams--- then do take care of your digestive system as weak digestive system can also cause such dreams. read more

When you dream you're in REM sleep (rapid eye movement). REM sleep is only slightly more "deep" than stage 1 of non-REM which means it's not that hard to wake you up in the first place. Dying in a dream is a stressful event, which causes your brain to release adrenaline. You can't sleep and have an adrenaline rush at the same time so you wake up. read more

If we can't definitely say that we are living right now, then dream is just an alternate reality. And when one reality ends the other one starts. So, to answer your question when we die in a dream, we wakeup in reality. And when we die in reality we will wake in alternate reality. read more