During ultimates, etc, mabey if when you know your in the middle of losing, ultimate etc..
You can choose one of three ways of going down.. Something that would make a statement? It would happen right before your opponent does his ending outrtro.
Example:
Seppuko.
A few spoken words.
A ritual, or last order..
Update:
Text to speech would be supreme.
Or a redemption bar, very difficult to fill, and
With variable’s beyond skill,
But if maxed, and would grant every fighter
A last “breath”.
When I saw the title “How to Die” in the middle of the forum topics, it just made me chuckle. I love me some dark humor.
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Make me think about a video I watched recently for Primal Rage II, apparently there were supposed to be finishers in which you commit suicide instead of brutalizing your enemy. 
One of the Mortal Kombat had that. They would stab themselves. You could do it if you put the imput in faster than the other person could to the Fatality. I think it was MK deception.
Hell no to all, just accept what your opponent is givng you if you get Ultimate, great, Ultra, alright, Tripple Ultra go get yourself a snack. Say GG and go on.
OR altertnatively:
Don’t do stuff that will make you lose. Counter your opponent’s strategy.
And hell no to last breath on all characters. No need to prolong the match because you failed or did something dumb with what was left of your lifebar.
Stop trying to prolong your death by anything other than actively defending/attacking : p