Kinda felt it coming--haven't read the volume yet (only have up to 3) but it makes sense. There would come a time when he would hold Dinah back, and I don't think, even with how strong she's become, she'd be able to choose between him and her contract. She would suffer for him as readily as he would for her (is the impression I got.)
I sling-shot on character death at lot, but in the end it's the decision of the author, and they write their world best. (Usually, I still have my doubts about JRK. haha)