Bb minor in my experience is as minor as C minor is and F minor is the saddest key of all with only forte, and octave changing the feeling.
If I were to attribute different keys to different parts of life I would have it like this:
C major, F major, G major: everyday things like going to work or school
D minor: Mild sadness in someone
G minor: someone who is very sad but still quiet
C minor, slow: illness
C minor, loud: anger
F minor: peaceful death
Bb minor: Dramatic death
Bb major, Eb major, Eb minor, Ab major: sleeping
G minor, loud: Birth
Ab minor, Db major, D major: happy baby
A major, E major, B major, all low: mild concern about the baby(like "will my baby get viral pneumonia from the cold he currently has?")
C minor, G minor, D minor, F minor, all low: very concerned about the baby(like "How will my baby be able to breathe with this congenital heart problem he has?")
I have played all these keys on the piano with just the cadence and with other chords(like C minor with C major) and majors tend to be happy and peaceful and a little mysterious in low octaves and C minor and Bb minor tend to feel happy when fast, sad when slow, angry when loud, peaceful when in high octaves, and myterious in low octaves. Bb minor tends to be on the more dramatic side of this.
Since death can be dramatic and sudden(and often is in movies) and Bb minor is often dramatic, it makes sense that Bb minor is the so called "key of death".