Many states require that homeowners disclose all material information about a house to a buyer prior to closing. Material information includes damage to the house and past repairs that will influence the final sales price. Since you have a legal obligation to eventually tell the buyer about those disclosures, there's no point in keeping it from your listing agent. However, information like a death that occurred on your property is a different story.
Legally, your options may be limited in whether or not you must disclose a death to the buyer, and by extension, the listing agent. Some states require that deaths be disclosed just like property damage under certain conditions. For example, in Texas, you only have to disclose a death if it happens because of safety conditions with the house. In California, a death should be disclosed if it happens within three years. Some states require that gruesome deaths that made headlines be disclosed, and some states prohibit AIDS-related deaths from being disclosed, as part of anti-discrimination laws. If you're not legally obligated to disclose a death, keeping the information to yourself can help keep the listing agent from slipping up and telling buyers. However, you should also check with an attorney to make sure it won't create any liability in your particular state.