There are different ways characters escape through death. The two characters who achieve escape through their own deaths are Lennie and Curley’s wife, but George escapes when Lennie dies.
When Lennie dies, he escapes the suffering he has experienced in life. Lennie was never very smart, and he always had to be told what to do by George. George was also in his own personal hell, because he was always worried that Lennie is going to hurt someone or get them into trouble.
You keep me in hot water all the time ….Jus’ wanted to feel that girl’s dress—jus’ wanted to pet it like it was a mouse—Well, how the hell did she know you jus’ wanted to feel her dress? (ch 1)
Lennie’s death therefore puts both of them out of their misery, because neither of them can enjoy life as it is, and they cannot separate.
Think of Curley's wife as another exmaple. How is she suffering? What does she want? What does her death accomplish?