I thought the same...
However they don't have any reason to fake her death, since as far as we know they got the head of the cartel...
... Though with the way Fornell was acting when he wanted to announce moving to Costa Rica, I thought that he wanted to talk about the cartel...
Who knows
With NCIS anything could happen, but based on the end scenes, I'm pretty certain that she truly died...
... Maybe her death will make more sense with next week's episode