You can fade characters out in Poser if you want. It's a matter of enabling animated materials in the material room. You do this by clicking the little key on the PoserSurface tab next to Transparency and Transparency_Edge. Move the animation frame slider to the frame number you want the object to completely disappear and set the Transparency and Transparency_Edge values to 1. You will have to do this for every part (and material zone) of the object you want to disappear, which can be very time consuming. Poser will then animate the object fading out.
Here is an example I did to show you. A 24 frame animation that had Dr Who's TARDIS disappearing. Frame one the transparency settings are at 0, and at frame 20 I set the values to 1. Poser animated the TARDIS getting more and more transparent until it disappeared. Hope that helps.