Luther: It is easier to live as a Protestant, but better to die as a Catholic

I was sent the following quote from a Roman Catholic website:

The quotation, “it is easier to live as a Protestant but better to die as a Catholic,” is ascribed variously to Martin Luther or one of Luther’s wavering followers. One reason it is better to die as a Catholic, for someone not convinced about going straight to heaven, is the ability to take advantage of the special sacraments for the sick and dying, as recommended in the epistle of James (5:14-15), for healing and/or the forgiveness of sins.

There are various versions of this saying: "It is good to live as a Protestant but better to die Catholic." "It is good to live as a Protestant, but it is good to die as a Catholic." "For a man to be happy in this world and the next, he must live a Protestant and die a Catholic." The saying appears to be based on an old proverb: Katholish ist gut sterben."—"It is good to die Catholic."

Older generations of Roman Catholic apologists used Luther's death for polemical purposes. One of Luther's earliest opponents described Satan dragging Luther to hell. Denifle put forth an image of Luther as glutton and drunk, and these abuses (along with a myriad of others) led to his death. Some even contend Luther committed suicide. For instance, here's a 1907 review on anti-Luther historian Heinrich Denfile's book on Luther describing the deaths of Protestants:

Death often reveals the secrets of the human heart. It manifests the hidden feelings of joy or sorrow, peace or despair. Luther always feared death. He envied the very beast because it "fears no king or master, neither death nor bell, nor the devil, nor the wrath of God." His death was very mysterious, but certainly not the death of a saint. Many of his most prominent followers had the same sad experience. Dollinger enumerates a long list of them. A Protestant theologian describes them well when he says: "They became like the heathen, vain, melancholy desperates, and they closed their lives with fear and trembling. Others facing death returned to the Catholic Church." "There were many of them," again says a Protestant author, "who could never console themselves with Protestantism, indeed, some despaired in their sadness, and gladly returned to the Catholic Church." It happens frequently that Protestants become Catholics on their deathbed, but in the hour of death no practical Catholic becomes a Protestant. That fact proves the truth of the old proverb: "Katholish ist gut sterben."—"It is good to die Catholic." How beautiful was the death of the great convert, Frederick Leopold, Count of Stolberg, who having received the last sacraments said to his children: "Children, let us sing to the Lord and be happy." And to his wife he said: "I have come much nearer to the goal." When she answered: "God may spare you to us," he, dying, folded his hands, lifted his eyes toward Heaven and replied: "Oh, could I but say, 'Lord as Thou wilt,' but I would rather die, for death is my gain. Oh, do not pass by, but take my soul with you." In order to die well we must live well. To die the death of a Catholic we must live the life of a Catholic. The best preparation for a happy death and life everlasting, for all those who have a calling, is a religious life.

This reviewer points to the old proverb: "Katholish ist gut sterben."—"It is good to die Catholic." Denifle uses this old proverb in his book on Luther as well.  In an old book from the early 1800's James Doyle, Roman Catholic Bishop of Kildare, used the saying:

It is not unusual to find the old Protestant who for years has been as regular an attendant at church as the sexton, and in some cases the sexton himself when he has closed his accounts with this world, and has no more to expect from the parson, to send for the priest, in order to settle with him the affairs of that other world to which he is about to depart: it has passed into a proverb with a certain class amongst us, that for a man to be happy in this world and the next, he should live a Protestant and die a Catholic.

Interestingly, the saying has been applied to Melanchthon's mother's death and also Melanchthon's death, not Luther's. This old Roman polemical work states: "The end of life not being to amass riches, I might simply refer the author to Melanchton. He said to his mother, who desired to become a Protestant: 'If it is best to live a Lutheran, it is preferable to die a Catholic.'" Melanchthon's biographer Clyde Manschreck though notes "There is no evidence that Melanchthon tried to persuade his mother to forsake Catholcism nor indeed was there any reason to do so, for Melanchthon considered himself a reformer within the church."  This old Lutheran newspaper from 1897 ascribes the quote to Melanchton;s death:

Melanchthon Did Not Say It: The approaching 400th anniversary of Philip Melanchthon's birthday brings to mind an old falsehood, invented by an enemy of the Reformation, which still occasionally appears in Roman Catholic papers; namely, that in his last moments he said to his mother, who was near his bedside, "It is good to live as a Protestant, but it is good to die as a Catholic." To nail this slander it suffices to mention that Philip died April 29,1560, when his mother had been long at rest, for she died in 1529. To attend him on his deathbed her dost must therefore have risen from the grave. Besides, how could it be better or more agreeable to the flesh, for that is what it meant, to live a Protestant as one of the minority with loss of reputation and honor and often in peril of death, while the Pope's adherents kept, humanly speaking, on the safe side with the great majority; and how again can it be better or more comfortable to die a "'Catholic'' when their most devoted members are taught to believe that they cannot enter into the saints' rest until they shall have served out their time in the fires of purgatory while the Protestant confidently hopes is that, as the Bible teaches, he will go, immediately after his departure, to be with Christ? At that time it was certainly more convenient to live a "Catholic'' and it is always more comfortable to die as a Protestant in the joyous hope of an immediate entrance into everlasting rest.

This spurious sentence appears to be neither from Luther or Melanchthon. Whomever first said it, I can't think of any plausible reason why either Luther or Melanchthon would say it. What we do have though are these words from Luther's Small Catechism:

The Seventh Petition: But deliver us from evil.

What does this mean?

Answer: We pray in this petition, as in a summary, that our Father in heaven would deliver us from all manner of evil, of body and soul, property and honor, and at last, when our last hour shall come, grant us a blessed end, and graciously take us from this vale of tears to Himself into heaven. Amen.