In path of exile, I sometimes die well after a fight is over
Solution 1:
But then some kind of explosion happens and I die.
It could be a Detonate Dead effect, some monsters explode after being killed (particularly those raised by a Stygian Revenant). Particularly in high-level areas these explosions can deal significant damage (I am pretty sure I got one-shotted as well a couple of times). An example can be seen in this brief video.
Looking at the official forum, it seems that you/we are not alone.
An effective mitigation is to stay away from corpses for a few seconds after killing them.