It's only beneficial to claim as Golden Nymph, while there are no dead Golden Nymphs. Having them stay alive has the benefit of enjoying the same kind of protection next night (it's only for first few nights, after that Vulture GN comes too late and it's better to let the original just do their work), allowing them to claim as well, making them endow-able, too.
Since we also lose the result of the ability usage by having Golden Nymph die, on top of getting killed for claiming not being a good motivator to get people to claim, I would rather have the Golden Nymph have the last say in that.