There are many clues that this article is employing some amount of dramatic storytelling. That said, stories of people feeling calm in extreme situations are pretty common, so your intuition and logic might be off here, especially if you lack experience skydiving.
Jumping out of a plane is very different than being on your roof. When I jumped, part of it was wanting to conquer my fears, heights being one of them. I discovered that fear of heights doesn’t occur to me when looking out an airplane door, you’re high enough that the fall is abstract and impact not immediately imminent. Jumping was easier than it is to clean my rain gutters, I still get weak knees on a ladder.
It seems like you’re thinking of worrying about death before an accident starts, and even before choosing to skydive, not during a mishap. I’ve never worried about dying during an evolving accident, and it makes complete sense to me, having had a few, that lots of people would say they weren’t thinking about dying while it was happening. You usually don’t have time to. There might be some panic without specific thoughts of death, or there might be thoughts about how to fix the situation, but I think it’s common to not think about death while something is going wrong, at least for survivors. I’m sure there are situations where the outcome becomes obvious and there’s nothing you can do, but I suffer from survivor bias and can’t ask them.