No they don't!
They didn't even all die on the same day. What is the time limit on "threes?" Does the Grim Reaper really care about American culture defines as important.
The "happens in threes" myths is a combination of unusual events, like having three famous people die in close temporal proximity, being very memorable and confirmation bias (i.e., people go looking for patterns of threes).
My suggestion, don't pummel this rugbyologist's ears with such drivel within range of a thrown rugbyologist, the coffee mug.












I'm starting to think that the creation of that mug was a mistake.