Ah, but Lulu doesn't care if he died or not; because that's not why he did it.
The whole point of his assassination was to perform a public service; to orchestrate a perfect fairytale of Good VS Evil. The tale would show the rise and fall of a villain as he is struck down by the sword of justice. As a result, people would be convinced by the lie that there is such a thing as Justice, and teach their children this tale for ever more.
Since the entire assassination was one giant pantomime, it wasn't ever real to begin with; Lulu's death was a side effect of the plan, and not the goal.
You know what would make Lulu disappointed? If he had gave his life, yet nothing was changed and his great magic trick was forgotten. As we know, Lulu's primary goal of altering the world was entirely successful. As such he wouldn't really mind if he survived the assassination unintentionally.
If no one noticed that he survived, then it wouldn't matter that he did live. After all, he wasn't actually evil either, but that didn't make his magic trick any less successful. A liar to the end.