Other animals don't seem to have an organized pose to die in. Or do they?
A good working theory is that this is caused by Rigor Mortis and the anatomy of insect legs.
In most cases, the muscles that pull the leg down (or closer together) are larger than the ones that pull the leg up. This is because those muscles (flexors) must support the insect's weight:
When the muscles contract after death, the larger muscles win out, causing the legs to move together.
I suspect this is rigor mortis -- that post-death stiffening that occurs due to a chemical transformation of muscle tissue -- contracting legs as much as possible in the directions of least resistance, says Brian Farrell, an entomologist at Harvard University.