Just thought I'd lob my 2 cents at this topic....

I'm currently in a campaign as Poland and HRE was constantly at war with at least 3 different nations. Thus, they are constantly on Ex-com status.

At one point in time the "..HRE has died..." message and then immediately saw the "Pope requests crusades against HRE" next (just like you mentioned) and had to chuckle a bit at the poor HREs.

However, out of curiosity I checked my allies panel to see if Germany was still ex-commed which they weren't.

Now, I'm not super intelligent about MTW but I am a computer programmer so this was my reasoning on it:

While the "off-turn" is calculating, it generates all the events that are going to happen in between your turns. My guess is that these are done in some order and that having the Pope send Crusades at someone is one of the earlier calculations and having a King die is one of the later calculations (probably an oversight on development's part). So.....even though HRE was no longer ex-commed, the calculation to see if the Pope wants crusades ran first and so both messages ended up in the queue.
Now, the messages probably have an order of their own and the Crusades is almost always the last one so that's why, when you see it, it looks like the faction gets ex-commed by their King dying and then gets Crusades sent after them.

So....basically....Crusades won't happen because that Faction is definitely not ex-commed but the developers didn't do their calculations/messages in the proper order so there are confusing messages.