Honestly, yeah.
I've taken small arms fire with bullets passing within inches of my head.
I've seen people explode less than 50 feet away from me.
One time guarding a checkpoint in Iraq we stopped a car bomb. The driver was supposed to detonate if detected. I still don't know if he couldn't pull the trigger or it just failed to detonate.
There was a chow-hall on a Marine outpost about 15 miles from us. I ate there probably once a week or so. A suicide bomber wearing a vest detonated and killed 40 people. I wasn't there - but it sucked.
A couple years ago I was driving my sister to the airport. The highway was coated in ice. I tapped the breaks too hard and flipped the car into a ditch - we were both fine.
I've seen death up close, and every time it scared the fuck out of me. Usually not at first, but reflecting on it over the next few hours.
I'm definitely afraid of death.
It makes not being dead a lot more fun. I don't worry about it. But when I've came close, yeah, it's not something I'm hoping for anytime soon. The fact that you WILL die always serves as a great reminder to live life the way you want to.