In a sense, that's already happened. https://www.reuters.com/world/middle-east/kalshi-sued-over-o... and https://www.theguardian.com/world/2026/apr/18/iran-war-bets-...
> Later, a single user would make over $550,000 after betting that Ayatollah Ali Khamenei would topple, just moments before his assassination by Israeli forces.
It hasn't happened in this case. Your example has causality reversed. Khamenei wasn't killed because there was a prediction market about the political leadership of Iran.