While it is a little odd that they aired at the same time, it's not big deal for supporting characters to die in TVB series. The shows aren't long-running ones that go on indefinitely, they're more like mini-series: generally the whole thing is wrapped up in 20-40 episodes and the actors move onto another series. Generally there will be a fair few deaths leading up to a dramatic finale and many of them will be supporting characters so that the leads will get a happy ending.

Supporting actors typically pop up in more series than leading ones do as well because they have less screen time in each one. Law Lok Lam has been around for a long long time and undoubtedly he has been in very many series and died on-screen many times over.

Also, Police Station No.7 and Virtues Of Harmony are both old series so they're probably being rerun on TVB's "classics" channel. An actor with a repertoire like his would be in heaps of the rerun shows.

Having said that, the coincidence in the timing is a little weird.