There are event popups for when you are on your liege's council, and they can result in serious consequences if your stats do not provide you with many possible choices. If your ruler is dying "in an accident" and you received no event, it is most certainly a bug. If that's the case, you should post a bug report in the appropriate forum.
Note that events are shown to the player in order, like cards being dealt on a table. This results in the consequences of events being shown on top and you have to dismiss those windows before you see the reason for them. An example of this is when your ruler dies and he/she is tutoring minors. In that case, you will have to dismiss several events (e.g. your new heir, minors that need tutors, etc.) before you can actually see the circumstances of your ruler's demise.
Also, events can sometimes be delayed a few days from actually displaying. An example of this is childhood events firing just before a child's 16th birthday but not displaying until after that date. It is possible that the event responsible for your ruler's death was delayed from being shown to you. I guess it's also possible that since the ruler changes, it isn't shown to you because it isn't relevant (i.e. your current ruler isn't/wasn't on the council, so deaths related to council jobs are not relevant).
Only by filing a bug report (and providing a savegame file) will the developers be able to find out for sure what the problem is.