They don't follow my calls either if I die, but they do if I manually set their target using their hero window. If that's preselected, they seem to attack that target regardless of my survival status.
If you're dead you're not actually calling. You shout out the name, but there isn't any "Marker" placed on the mob, or nothing is pinged on the map.
Even humans wouldn't get anything out of a call like that and would be clueless if they didn't find the mob manually by name.