>>51839504They flat-out have NPC's talk about loved ones, human and pokémon, dying as well as a side event in one the games where you loan an old man a low-level pokémon to keep him company after his wife died, who then dies and his kid returns your pokémon with a note from the old man.
Death isn't a factor in the game mechanics, doesn't mean it's not part of the world lore.