Gyroplanes do have a high fatal accident rate in the UK. CAP800 reports a fatal accident rate of about 400 per million flight hours (compared to 10 per million flight hours non-public transport fixed wing). Since the estimated total annual gyrocopter flying in the UK is of the order of only 2500 hours, it takes only one fatal accident per year to keep the accident rate at that level.
(Of course, that's not a comment on the airworthiness of gyroplanes. There are many different ways to have an accident.)