In the PlayerDeathEvent you can set the deathmessage by setDeathMessage(msg)
that displays in the death-screen of the player - but disappears some seconds after that.

Somehow without plugins the DeathMessage also disappears after some seconds which is also different to vanilla- where the DeathMessage stays.

I think there is something that causes an update? in the Death-Screen so the Message disappears in Spigot.
Could also be a client issue.