Wow, how tragic. I used to be a sport jumper, though it's been a looong time ago, and I never did a helo jump. However, to echo what aa777888 wrote, in every para aircraft I've jumped from the pilot was also wearing a chute (it's an FAA reg in the US). The ones I saw the guys wearing were all surplus military stuff, so I guess there's no guarantee that they'd work, but parachutes seem to be more reliable than a lot of things I can think of.
ETA: OK, in rereading the thread it appears the deceased may or may not have been the pilot but a jumpmaster of some sort. I still can't fathom anyone in that role without a chute and/or tethered in, or both.
Geez, this just seems strange.