She had been in ill-health for sometime, I believe. She died of influenza. The new book on her has more info but that's at home right now.
Waldemar and the sons were away in India when she died. She'd had some issues with addiction to morphine. In her later pictures, you can see the toll her ill-health was taking on her. There were also questions of her mental stability and she had been under the care of a doctor in the 1890s (?).