I don't necessarily think this poem shows that Yeats is imagining his own death. However, it is clear that has he revisits this location where he had visited so long before, he is struck by how he has aged. If we read the poem carefully, we can see that it focuses on two contrasts. Firstly, the central contrast is between himself now and how he was then. Nineteen years have separated these two events, and he has changed a lot in those years. Note what he says:
And now my heart is sore.
All's changed since I, hearing at twilight,
The first time of this shore,
The bell-beat of their wings above my head,
Trod with a lighter tread.
In addition, note the way that the second contrast is presented. Not only has the poet aged--he walks more heavily and has a sorer heart--but another central contrast is between the poet himself and the "wild" swans. Note the adjectives that are applied to them in the poem: "clamorous," "brilliant," "Unwearied," "mysterious" and "beautiful." The poet seems to project on to the swans the qualities that he clearly does not possess in himself. Note how he describes them:
Their hearts have not grown old;
Passion or conquest, wander where they will,
Attend upon them still.
The swans, unlike the poet, have not changed, as the poet's heart is "sore" but the hearts of the swans "have not grown old." This lack of change highlights the way that the poet has changed and his awareness and sadness concerning these changes through age. Thus this poem is not so much about death as it is about the inevitable process of man's aging.