Children process death way differently than adults. They understand someones dead but they don’t understand permanent or forever.
Punishing them for being curious is horrible. ESPECIALLY if it is their father that they lost at a young age. Is it insensitive, yes. Telling them that it is okay to ask questions, they just need to be careful is how you approach this.
You use this as a teaching moment. You don’t threaten a kid for being a kid. That’s his father. He is going to be curious.
When my mom died, my 4 year old niece kept talking about how my mom was dead. Even telling me that when I first walked in the door. Did it suck? Of course. But she is a child processing a difficult concept the only way she knows how- talking about it and asking questions. My mother was always over there. It is a loss for them too.
I would use my words like a proper adult to explain in terms they understand why those questions aren’t the best thing to ask.
Do not threaten a child for being a child. Good Lord.
Edit to add: Doing what you say you would might just scare the kid into not wanting to ask any question about their dad for fear of being punished. That is not right.