How can someone die with a defibrillator?

Heart failure. Defibrillators are typically placed in patient's with poor cardiac function. Although the defibrillator does protect them from lethal arrhythmias, it does not protect him from worsening heart function. Patients with defibrillators can die from end-stage heart failure or from a completely noncardiac illness.
Defibrillator. The defibrillator only shocks an abnormal rhythm, it may not work if the heart is too far gone. It also may work and return the rhythm to a normal one but the heart too weak to generate life giving contractions. Then there are more involved things that can involved, no room here for that discussion.