When I went to Geumgang Mountain in North Korea, places outside the area tourists were allowed to see were fenced off and watched by guards. If I were to do anything that looked remotely suspicious, such as attempt to take a picture near the fence, a guard would blow a whistle as a warning not to do that.
When I saw the news today of a woman getting shot after crossing a fence and getting warned, I could only think she was probably a spy, a person that wanted to die, or one of the many religious prothelizers that openly disregard the rules North Korea tells people when they go there. When many people of their own race are so disrespectful of their rules, it is not surprising North Korea is in no hurry to open their country to foreigners.
The fact it could have been a spy is only reinforced by the South Korean government wanting to inspect the actual site of the death.
On the other hand, it could have been sleepwalking – though the woman could hardly be familiar enough with those surroundings to exit her hotel asleep without getting stopped at all.