I'm very much in love with the artstyle and sound design, but the death being abrupt was the first thing I noticed too.
Overall this is a great start to what feels like can become a great game. What it needs now is improvements on "Game-feel", things like a health system, death animation, slowing the bullets down a bit so they stay on the screen longer, some basic music, etc.
Overall I love it and can't wait to see what it evolves into.