I had a strange disease a few years ago. I had 4 times when I really thought I was dying, once in the ER. Nothing flashed. I only thought to myself - OK, so that is how I die.
I concur. I had an almost-sudden death involving a train (saved by a fast-acting crowd) and I was surprised at how I wasn't frightened, more 'so this is how I die'. Not until I was safe did I panic.
I had a similar thing happen to me when an elevator I was in started to fall (it had emergency brakes but I didn't know that). I wouldn't describe it as shock, but almost as indifference. I thought "huh, so this is how it happens".
I think it tends to happen when you are really 'that close' and or, you're kind of 'awake' when it's happening, and more likely in moments of acute trauma like car accidents etc..