You normally die from flu from things like viral pneumonia - the flu makes you weak, your lungs are damage and a fill up and before you know it the goop in your lungs gets infected and the grim reaper comes for a visit.
I had it seasonal flu earlier this year and had an infected lung - I really did feel like I was going to die - and, apparently, without taking antibiotics to treat the secondary infection in the lungs I could have.