Something isn't adding up.
MC died under (for now) unconfirmed/unknown circumstances.
Goddess reincarnated him into this world with the task of killing all these other reincarnated that she granted power at one point in order to send them to defeat the demon lord but ever since they achieved that goal they themselves became tyrants.
Now you tell me MC's sister is one of those tyrant reincarnated? That means she died before MC? But she's implying here she killed MC then herself, if so then that must mean time flows differently in between death and Goddess reincarnating you. And that Goddess reincarnated the sister first then have her lived and accomplished however long it took in this world before getting to reincarnated her brother the MC. But then why wouldn't she tell MC that info if she wants him to succeed. Withholding that important info is straight up sabotage.
Re-reading chapter 1, MC death was not a mystery. He seemed to have been executed by the state. This is inferred by the panel where they called him " Death Row Inmate No. 564" before carrying out his death penalty.
It is still likely though that his sister died before him and that the action of her pointing a gun to his head was just an act of threat when she was training him, not that she killed him. But I agree with you that the flow of time could be different, not necessarily between deaths but between worlds. This new world could have time flowing faster than the previous, like 10 years here is 1 year back home.
Also, as others have mentioned, the Goddess not telling the MC her skill or any other information might not be the Goddess withholding it but could be more to do with her cheat skills preventing the Goddess from knowing or retaining certain specific information about her, like her former identity or even her cheat skill itself. As far as the Goddess knows, she reincarnated someone (not remembering who), gave her a cheat skill (not knowing what), and a new name. At least that's my speculation anyways.