He Might Not Be Dead In The First Place

Ultron was super-intelligent – the plans he put into action in such a short period of time were evidence of that – so is it really possible to believe that he didn’t have any form of contingency plan?

Would he really have sent out every last drone – every single possible source for his consciousness to inhabit – knowing that they would all come under attack by the Avengers?

It seems unlikely and, bearing that in mind, there may well be additional Ultron drones/bodies hidden away for the purposes of keeping himself alive should he have lost the Battle of Sokovia – which, of course, he did.

Even though it was specified that the drone Vision destroyed was Ultron’s last remaining body, that could just have been a ruse to keep the Avengers off his back while he devised a new plan. There’s basically every chance he isn’t dead at all.