Just an idea. If Craig Wright is NOT Satoshi Nakamoto, he would definitely risk the real Satoshi come up with a proof, that Craig is not SN. Is it possible, that CW explicitly knows about the death of the person behind SN, so he can make his claims without backing them up with a proof?

I am not so sure about it but that scenario is not impossible also as he claims that he is the real Satoshi Nakamoto so there will be some reasons why he is doing this. As everyone can easily claim that they are Satoshi Nakamoto as the real SN is not showing himself.
There is a very little chance that the real Satoshi Nakamoto is already dead. Why? It's been only 10 years since the launch bitcoin and his disappearance is not about his health condition. But if I were to guess, there is a big possibility that Craig know the real identity of Satoshi Nakamoto and they are doing this scene as part of their plan.