Here's what I read: Imp fires, hits former sergeant, kills itself with the explosion. The explosion also kills the sergeant. The explosion also kills you. In that order.
So the game then goes, alright, you're dead. What killed you? Umm...well, it appears to be the blast of...something that doesn't exist anymore. So...yeah.
The other time I've seen this message is when something teleports onto your square and kills you.