To avoid being murdered for being against Putin, probably.
Nobody who's not a total piece of shit and/or related to him is going to miss that neonazi, but let's not pretend that his death was accidental or even overzealous punishment for his many ACTUAL crimes.
Maybe to prevent further assassination attempts from Russia? The simple fact that his plane got shot down is proof that he had a reasonable motive to fake his death.
In hindsight this is exactly what he should've done based on public information.