Now who wants a fun history/myth lessons? These are very important to this theory so read closely.
J- Jaune Arc- he is based off of Joan of Arc who dressed as a man to enter the french army. She is found out regardless of her mission that is gifted by god and killed at the stake like a witch.
N- Nora Valkyrie- Thor she is the only one based off a god in the group. So you may be asking how does Thor die? Ragnarok is how. I am not going to go into great detail on Ragnarok or I would have to make this 4 chapters long.
P-Pyrrha Nikos- At first I thought she was based off Nike the goddess of victory but she turned out to be Achilles. We all should know the myth of Achilles and how and why he died. So if you don't look the myth up on your own time.
R-Lie Ren -Mulan is who he is based off of. Do not let the evil Disney corrupt your mind with the great movie of Mulan. Mulan has a similar story to Joan of Arc. She joins the army and is found out but is killed by the men.
So based off their legends that is where the theory gets its base. If you disagree and say that popular shows never do that I can name a couple. Game of Thrones and Walking Dead did this.