Wiktionary
what a way to go
interj. (context set phrase English) expression or remark on the unfortunate, exceptional, or unusual nature of somebody's death
Wikipedia
What a Way to Go
"What a Way to Go" is a song written by Bobby David and Jim Rushing. It was originally recorded by Bobby Borchers in 1977.
It was later recorded by American country music artist Ray Kennedy. It was released in November 1990 as the first single and title track from his debut album, What a Way to Go. The song reached number 10 on the Billboard Hot Country Singles & Tracks chart in February 1991. Kennedy's version featured an altered verse from the original.