Well, first, sys.exit([arg]) is more common, and if you really wanted something equivalent to die in PHP, you should use that, raise a SystemExit error, or call os._exit.
The major use of the die method in PHP is, “The script has reached some impasse cannot recover from it”. It is rarely, if ever, used on production code. You are better off raising an exception in a called function, catching it in the parent, and finding a graceful exit point — that is the best way in both languages.