Relevant video: Hot Na'vi Sex by Harry Partridge. Don't watch while you're at work.

Concerning Asari, no you don't die if you fuck them. Unless they're an Ardat-Yakshi, which is an Asari with a very rare condition where sex with them is lethal. As such, they tend to be sequestered away from society and forced to live a celibate life, and those that refuse are hunted down and killed.

Relevant video: Hot Na'vi Sex by Harry Partridge. Don't watch while you're at work.