Funny thing is, Pyrrha was never destined to be a hero. Her destiny was instead to strengthen the heroes. Her death was simply the catalyst for everything that'll happen in the later volumes, though I don't think she'll be alone for long. The characters that everyone on JNPR were based on all died in their respective stories. Pyrrha, being based on Achilles, was simply the first one to go. Mulan, Ren's inspiration, committed suicide after she was discovered and forced to serve as a concubine. Thor, Nora's inspiration, dies after killing the Midgard Serpent at Ragnarok, though not before the beast gets him with its venom. And Joan of Arc, Jaune's inspiration, died after she was captured by the English, tried for witchcraft by the Cardinal of Winchester (hint, hint), and burned at the stake for being a heretic. Based on this, I think I may have figured out what may happen, but it's still only a theory.