That doesn't seem particularly embarrassing
to me, so I'd try not to get too upset about it. And very honestly, I think it's good to ask such questions. This is an area where there aren't definitive answers. It's also something that your sister may want to talk about, but may fear bringing it up, so by you asking, you may be giving her a chance to open up and share.
Much more importantly, how did your sister respond?
Did she answer your questions?
Did she ask why you were asking?
Did she seem upset that you asked?
Also, just to be clear, if she's alive after those experiences, than she technically didn't actually die, she's only had "near death" experiences

and those can vary a whole heck of a lot! (For example, I was declared braindead for 2.5 days, but obviously I'm alive at this point. For me, it was complete nothingness, i.e. utter nonexistence, which is exactly what I wanted and expected, the only problem was returning to this world. Others claim to have seen a light, been greeted by friends and relatives who have died, etc. But again, if someone is telling you their experience, then -by definition- they haven't really died, at most they've had near death experiences.)