The fact that Rhitathyn and Livia had their last breath shown while Gaius hadn't to me is clear enough that they either weren't sure about his ultimate fate or that there was more in store, afterall Nero had the same treatment and he was back the patch later.
Usually when writing a story if you want to kill off somebody you make sure that his death is unconfutable, making things vague is done exactly for this reason when you are not yet sure of the ultimate fate of a character.
It's easier to explain a character that supposedly died coming back than a character that was shown exaling his last breath, unless you have some plot deice (COUGH ZENOS COUGH) or some questionable writing decisions like in the Ul'danh revolution resolution in HW, let's be honest that was pretty lame and it's no like Zenos plot device, while reasonable because of the situation is a good way to deal with that situation either.