Sometimes a dying man cries out, because according to karma, those who are very very sinful see horrible scenes at the time of death. The sinful man knows he is going to accept some abominable type of body and subconsciously he knows that he will again have to enter another womb and begin the process of horrible material existence all over again and suffer the miseries.
But those who are pious, the devotees die without any anxiety. Foolish people say, 'you devotees are also dying and the non devotees are also dying, so what's the difference'?. There is a difference.
A cat catches her kitten in its mouth and also catches a mouse in her mouth. Superficially we may see that the cat has caught both the mouse and the kitten. But there are differences of catching. The kitten is feeling pleasure, "Oh my mother is carrying me" and the mouse is feeling death, "Oh now I'm going to die".
So although both devotee and non devotee die, there is a difference of feeling, just like the kitten and mouse. The bodily process may be the same, but mental situation is different.