There is no snuff sex (murder in the pursuit of sexual pleasure) in any Delights book. People die from time to time, sometimes in stupid ways and sometimes by order of the Emir, but never in order to provide sexual pleasure for anyone. The "kill" after a hunt is never fatal, merely a gang-bang; it is called a "kill" because that is the technical term for the end of a fox hunt in the UK.
The Emir's death is is in the middle of a sex session, but that is by a heart attack.