Maybe it's because Sehanine and Urogalan aren't just death gods. Urogalan is also about the earth and protecting the dead, and Sehanine has a ginormous portfolio including dreams, travel, the moon and stars, illusions, and mysticism. They survived because there was more to them than just death.
Or it could be because Cyric (and the god he killed) are only gods in the Realms, while Sehanine and Urogalan are gods throughout the Realms, Greyhawk, and basically every other setting that doesn't specifically have different nonhuman gods. So death would have to be killed off on every world for gods like Sehanine to die. I know that the multiverse thing was important back in 2e, especially when Spelljammer and Planescape came out. The Planescape Book On Hallowed Ground listed the gods of the Realms, Greyhawk, Dragonlance, and Birthright as "Single Sphere Powers" whereas the racial pantheons and real-world pantheons were multi-sphere powers--and suggested that the Single Sphere Powers were weaker than the other gods, in large part because they were younger than the other gods.