Answer:
No, there have not been any skydiving deaths in Australia. Ever.
There have been many reasons mooted for this seemingly impossible non-phenomenon. Some suggest that skydiving is actually not possible Down Under, as anyone jumping from a plane would inevitably fall not toward the ground but further upward into the blue yonder; any such deaths there may well have been filed as 'unclassifiable', as Australia has no active space program.
Others think that it is because high-speed terrestrial impacts are mitigated by the prevailing composition of the ground in Australia, which is uncannily rubber-like and very springy indeed - hence the tendency of that funny critter there that looks like a giant mouse to bound along so manically on its hind legs when it is really just trying to take a bit of a stroll, poor thing.
It has also on occasion been ascribed to the much vaunted Australian quirkiness, manifest too in their laws of probability and leading therefore to decades of widespread skydiving inexplicably devoid of fatal mishap. The same proponents of the theory caution however that logical extension of the law of averages to a similarly definitive Australian trait, the Tall Poppy Syndrome, will at some time in the near future dictate a 100% death rate in the sport for several consecutive years in order to offset this glaring statistical anomaly.
A further few have controversially attributed it to the dual issues of divine preposession and earthly abasement, whereby Death not only places inordinate importance on skydiving but snubs proponents of the sport in certain nations, a preferentialism which in the mortal world might manifest itself in the common noun 'skydiving' being spelled with a capital 'S' yet, in the same sentence, the country 'Australia' with a lower case 'a', per your question.
Whether any of these explanations is accurate will remain unresolved and the entire issue deeply shrouded in mystery until such time as a cursory check of the internet is carried out. This sadly is unlikely ever to happen as it may take several nanoseconds longer than the apparently perfectly valid alternative of not even bothering and instead blathering out a question of truly rousing inanity.