If it is, wouldn't it also be morally wrong to enter the Federal Witness Protection Program?
Presumably, if faking one's own death is morally wrong, at least part of the reason for it's being wrong is that it's either a species of, or otherwise analogous to, lying.
It may also be tied to an intention to commit injustice (e.g., to avoid various obligations) or acts of the other vices.
I don't think that the federal witness thing is at all alike.