Worth noting this is the worst possible outcome for the Tribunal, though; they get blamed for his death and have no chance to prove they were right to detain him in the first place (i.e. through a succesful prosecution).
I disagree. I'm sure everyone at the ICTY breathed a big sigh of relief when Milosevic keeled over, because it's much easier to heap accusations on a corpse than on a living person who'se guilt has to be proven in a court of law. This way, he's guilty by default, whereas if he had lived to see the end of the trial it's likely that the extent of his guilt would have been several notches lower. And it's not like anyone's going to jump to his defense, other than a few Serb nationalists who's media presence is somewhat lower than none.
That's exactly why they didn't want it - it obscures the extent of his crimes, means they remain unprosecuted (not prosecuted to a verdict), means he gets held up as a martyr by the nutcases, and means he doesn't see any actual punishment. It means Milosevic is effectively an open book, a weapon that can be used against the Hague by saying exactly what you said.