Although I think that desiring to die al kiddush Hashem is not necessarily the same as davening to die al kiddush Hashem. I think that desiring to die al Kiddush Hashem is actually closer to what I was talking about when I said that one should strive to be on the level of dying al Kiddush Hashem as opposed to davening to actually die al kiddush Hashem.
You can feel a desire to die al Kiddush Hashem without actually davening for it.