Lucky you ,as an Australian and yes, some Embassies ( very few) get involved in doing anything when their citizens die abroad except issuing the required death certificate . The British Embassy here has nothing to do with issuing passports except in emergency .They are done by the HMPO however there is , on the back page of ones passport the facility to inform whom is ones next of kin. They obviously record the death and will likely help if there is no next of kin .
However , this article refers to "when a foreigner dies in Thailand " and although you as an Australian may have a large presence and thus larger Embassy and resources here , many other nationalities are not so so lucky with some having hardly any representation at all .