Look I just get this right out of the way. Yes I know Pyrrha's voice actress pretty much confirmed she's dead and that will be how things are until something else happens. That's not what's up for debate at this point.
The point however is this. Jaune and Pyrrha had a deep connection and it's fairly obvious by the end Jaune seemed to return her feelings, thus her death will hurt him in ways we can only imagine. Thus he will be hell bent on getting back at Cinder for all the pain she caused and everything else.
However, Jaune is based on Joan of Arc, who was if I remember correctly, burned at the stake. Given how Pyrrha was killed or defeated whatever you wanna call it, in a manner reflect of how Achilles died, well given how Cinder uses fire and everything whose to say Jaune won't meet a similar end.
More so would that be a bad thing, let's be honest, no one would accept another pairing for Jaune, it just wouldn't feel right after everything that's happened. Thus that leaves two options Jaune stays alone for the rest of his life and moves one, which seems unlikely. Or Jaune dies in the end, possibly taking Cinder with him, and is reunited with Pyrrha in the afterlife.
Not crazy about this but it does seem possible, what do you guys think?