"> Let's say that we thought we only had a 0.01%..."

Let's say that we thought we only had a 0.01% chance under normal circumstances of suddenly traveling to Aleppo; then after updating on Death's statement, we'll think that Damascus has a 99.99% chance of being fatal and Aleppo has a 0.01% chance of being the fatal city, and we'll flee to Aleppo.

This sounds wrong because it's not invariant under the introduction of new alternatives with a 0% chance.