Em...yes they did die. Generation M, New X-Men, X-Men v2 (Gazer), Uncanny X-Men (Meggan), Astonishing X-Men (Chinese X-Men), X-Men 198 (Magmas boyfriend) and plenty of other issues showed that they died. They didn't just die in the 616 Universe, they died across the Marvel Omniverse (Excalibur).
Wanda's Chaos wave also weakened the fabric of space and time allowing the Shadow King entry (Exaclibur), the Vault to occur as stated in Guardians of the Galaxy.