Director Vance, played by Rocky Carroll, left NCIS in Season 19 after 17 years. He was not killed off, but rather resigned from his position as Director.
He cited his desire to pursue a career outside of the agency as the reason for his departure. This allowed the writers to open up the opportunity for new characters and storylines with a new director, Leon Vance, played by David McCallum.
It's important to remember that this is a fictional world, and character departures are often written in a way that allows for both narrative closure and the potential for future appearances.