Technically, it's not illegal to fake your death as Pearl Jr. discusses in the documentary. It's just almost impossible to fake your death without committing crimes in the process. To create a new life would mean creating a new identity, and a fake identity is considered identity fraud. Money is required to fake your death since debit and credit cards can't be used lest you give yourself away, and cashing in on your life insurance policy after faking your death is insurance fraud. Committing pseudocide to avoid legal problems like taxes, debt, and such is also illegal.