After he was arrested the FBI raided his mansion and took into its possession a large cache of CDs labeled "young <girl's name> with <famous rich person's name>" which he kept in his safe. There were also hints that people visited his private island and his New Mexico ranch (which the FBI bizarrely still has not raided) before he was killed. So they may have confiscated the materials for any dead man's switch.

Also, if Epstein was indeed an intelligence agency cutout then he was surely watched very closely at all times, so there might not have been an opening for him to set one up (or he might have been told in no uncertain terms what would happen if he tried). Or (most likely of all IMO) after the sweetheart 2008 deal he simply thought he was untouchable and above the law, so why would he need to take precautions against being assassinated?