No idea if its intentional, but other effects that usually can't kill you have the same behaviour with his ult.
His Aura can also only kill you when you have ult ready, same with blood tribute.
You can climb out of bounds of the map on yellow lane, very easy doesn't even require any items.
This reddit post shows it well:
Please fix asap, this will absolutely be abused a lot because it's incredibly easy to do.
Don't set it to quickcast then it should work, I also reported this:
https://forums.playdeadlock.com/threads/mina-sanguine-retreat-with-quickcast-cant-be-cast-during-ult.75910/
When you change Sanguine Retreat to use quickcast you can no longer use it during your ultimate.
All the other casting options seem to work.
Also none of the casting options apply to the second part of Sanguine Retreat. (it's always instant cast it seems)
