There is a Memorial Wall at the CIA headquarters in Langley, Virginia that honors members who die in the line of service. On this wall, there are over 200 stars representing these CIA heroes; each star represents one person. This just goes to show you how easy it is to die in the line of service. However, there are people who have been agents of the CIA their entire lives without a problem.
You can die from walking outside so working in a field full of dangerous situations yeah I say you can police die all the time and they aint nobody special they dont get no special training like the CIA
It really depends on your job. If you are a paper pusher, nothing is gonna happen. If you are an official at an embassy in a foreign country, you a politically protected from the jurisdiction of whatever country the embassy is in. If you are some sort of official, say DD(I) DD(O) or DCI you may be assassinated, ad if you are a field agent, the USA may deny your employment if captured, and you are under the jurisdiction of the foreign country where you were operating.