It's just a legend and the source is presumably lost in the mists of time. What would it mean, anyway? You can count anything in threes just by starting at an arbitrary point...and just whose deaths are you going to count?
Multi-thousands of people die every single day, so there must be many permutations of three one can extract from these statistics. It wouldn't make any sense at all to exclaim,"Ah! Three cabinet-makers died across the world today, I see. I told you deaths come in threes!" It's nonsense.