Hugo I’ve seen this happen as well but have not been able to reliably reproduce the occurrence.
I died in wine cellar and selected respawn in dungeon. Finished wine cellar and went to warmakers then died in warmakers and respawned in the wine cellar.
Another time I was on line with someone we did warmakers someone died there selected respawn in dungeon. We finished warmakers and went to wine cellar where the same player died 2 times and both times.
I thought it was linked to dying and selecting to respawn in one dungeon and then dying in the next however from what @Shawnou is saying it may not be linked to the initial choice for respawn.
I have also tried testing it artificially by going to a dungeon dying, respawning and then going to another and repeating the steps. I have not been able to produce a consistent set of steps to reproduce the issue.
However I have only seen this issue on PS4 personally.