Narratively she is 'dead' to the Rebels cast - if she were literally dead, there would be a body, and as others have stated, dying is a hard thing to do for some of these people. The door has been left wide open - wide enough for her to walk through, which she did - for her to return later down the line. Fiolini has mentioned in a few interviews her story at least in relation to the Rebels series is over, but he's already thought ahead to the future. The ambiguity I suspect is to create some mystery around her next appearance (movies?), and to preserve some of Vader's mystique. We get the fabled fight between master and apprentice that people have forecasted for years as her downfall and we get at least the impression of her not walking away, though, again, she literally walks away.