Apparently... I've seen them die off. But you can attempt to restart their kingdom... if their civ existed at world gen their civ should still be listed in the civ list. You will be insta king.
I like to turn on only one race in fortress mode, then make all the opposite [good/evil] races active then create the world.... the civ dies half the time, so you get to Fort up with almost no traders, and if the civ was decent for a bit, your at war with 2 or 3 civs or more. You will be kinged in a year, and attacked second year, by year 5, you will be seeing an army at least 2 times a year.... I've had 4 seiges in 1 year, but that ended really badly.
