It is the long-standing tradition of the Vedic system that a faithful wife dies along with her husband. This is called saha-marana. In India this system was prevalent even to the date of British occupation. At that time, however, a wife who did not wish to die with her husband was sometimes forced to do so by her relatives. Formerly that was not the case. The wife used to enter the fire voluntarily. The British government stopped this practice, considering it inhuman. However, from the early history of India we find that when Maharaja Pandu died, he was survived by two wives — Madri and Kunti. The question was whether both should die or one should die. After the death of Maharaja Pandu, his wives settled that one should remain and the other should go. Madri would perish with her husband in the fire, and Kunti would remain to take charge of the five Pandava children. Even as late as 1936 we saw a devoted wife voluntarily enter the fire of her husband.

Srila Prabhupada's purport to SB 4.28.50