So sad that this happens almost every year, there's just so many there that it's ineveitable I guess.
U74/Spectrum - Yes, a Muslim would consider Hajj the best place to die as this is where they get all their recorded sins in life forgiven = if you die there you go straight to the highest heaven - that's why many leave it till as late as possible in life to make the pilgrimage. (Discouraged because you don't always know when you're going to die anyway)
As for a secret desire to die there deliberately, a correct Islamic view of this would be that it is forbidden as Islam teaches you to take good care of the body which Allah has given you (take note,suicide bombers!). Also, to desire deliberate death there would be against the 'intention' of Hajj and so invalidate your entire pilgrimage.