Sion's apparently never had anyone saber his head off, since he DOES have lightsaber training from the Sith. Also, his entire body would come apart into literally thousands of pieces. He is holding this together with sheer will power! I doubt a few saber blows will obliterate him instantly.
And he died when he realized that the Exile had taken a place in Kreia's heart whereas Sion was viewed as just a tool. It's not said outright, but Sion had nothing to live for but hate. The one thing he was clinging to was the strong hatred for his teacher. It comes out of not being good enough for her to care about him, and when the Exile pretty much reinforces the idea a few times (Plus the deal that Kreia is using Sion even in the end to "help" the Exile by capturing his teammates and challenging him) he decides he has nothing to live for and allows himself to die.