Yes, it's highly unusual for an actor to request that his own character be killed off of a show — especially one as popular as The Walking Dead in season 2. It seems the beloved character actor requested the carnage out of respect for The Walking Dead creator Frank Darabont, who was unceremoniously fired from the series ahead of that second season, however.
DeMunn confirmed the fact in a 2018 interview, telling Cleveland.com, "Dale's death was my decision. I was furious about how Frank [Darabont] was pushed out of the show. I spent a week not being able to take a full breath. And then I realized, 'Oh, I can quit.' So I called them and said, 'It's a zombie show. Kill me. I don't want to do this anymore.' It was an immense relief to me."
It remains to be seen whether Dale's grisly departure had anything to do with his taking a stand for Darabont, but it's worth noting his gut-ripping death continues to rank among the series' most gruesome. Whatever the case, one has to admire Jeffrey DeMunn's loyalty to Frank Darabont, who's termination from the show sparked a very public showdown with his former AMC bosses (via Variety).
As it happens, DeMunn's devotion to Darabont is based in the pair's decades-long friendship, beginning with a fateful meeting while shooting 1988's The Blob (which Darabont wrote and DeMunn appeared in). Darabont has cast DeMunn in every project he's helmed since, including 1994's The Shawshank Redemption, 1999's The Green Mile, 2001's The Majestic, 2007's The Mist, and 2013's tragically short-lived TNT series Mob City.
You can be certain that, after walking away from The Walking Dead in protest, DeMunn has likely earned a spot in anything Darabont does for the foreseeable future, too.