I do agree that "dying in a dream" sending you to limbo concept in this movie seemed to breake its own rules and maybe even some "real world" rules too. Unless there was just "something" about the sedatives they were using and the nature of the machine that would cause it.
If, for example, you were under some powerful sedatives in the real world or in medically-induced coma (i.e. you cannot wake up) and you had a dream and died in the dream it wouldn't send you into more
of a coma it'd probably just simply end the dream state or start a new dream.