That was my first reaction too, but I've come around since reading the article. What you're talking about is self-preservation, and of course animals display that all the time.
This study shows that crows behaved differently when seeing an already dead crow, and they feared whatever person/animal was near the dead crow.
Agreed. What the researchers showed is that crows seem to have a recognition of death. That is distinct from having a self-preservation instinct.
If you find yourself surprised by what scientists are surprised by, perhaps the fault is more likely to be with your own understanding of what the scientists are actually doing.
They're tecognising an implied rather than imminent threat. Pretty much any animal will react to protect itself from a clear threat, but what these animals are doing is associating the death of one of their kind with something linked to it, but which itself on its own does not appear threatening or dangerous. They're making a cognitive leap most animals can't make.
This study shows that crows behaved differently when seeing an already dead crow, and they feared whatever person/animal was near the dead crow.