Zeeno... no study needed is a strong statment. Just because something is logical to one doesnt mean its true!
It was logical to some that the earth was flat!
Dreams are never logical things and you can dream of death and life after death.
I think that the fear we experience is so real that it jolts us out of sleep not because we have "died" in our sleep but rather because our phsyiological state is latered dramatically (flight or fight response).
My logical musings!