As far as I can deduce, the Church seems to arrange for missionaries who die in the service of the Lord to be sent home for burial. It seems interesting that in the Near East Mission history there are five who died while serving, and they were buried in the field where they served.
Edgar Dilworth Simmons
The first of these five was Edgar Dilworth Simmons died 1890, of smallpox, in Aintab (modern-day Turkey). When he died, "he was a matured man in business, in fidelity, in honesty, in all that makes the well-rounded character which seldom is accorded to youth. He started as cash boy at Walker Brothers at 10 and was [a] paying teller in their bank when he left for his mission." (J. Wilford Booth, "Four Heroes Far Away," Improvement Era, 12:898-907)
Edgar Dilworth Simmons,
Letter he sent accepting his mission call
Edgar D. Simmons entered the mission field July 29th 1889. The local paper the following year read: "It becomes our painful duty to record an unusual and sad incident - the death abroad of one of the missionaries of the Church of Jesus Christ of Latter-day Saints. A dispatch received today from Apostle George Teasdale, dated at Liverpool, gives the intelligence that will bring a pang of sorrow to the hearts of thousands besides the immediate family and relatives of Elder Edgar Dilworth Simmons, who was called last summer to preach the Gospel in Asia Minor."
Edgar Dilworth Simmons,
"The telegram states that Elder Grau has written to Elder Stucki, at Berne, informing him that on Tuesday, February 4th, Elder Edgar Simmons died of smallpox. He was at the time laboring in Turkey.
Elder Simmons' home was in the Twentieth Ward of this City. He was twenty-six years of age, and unmarried. One of his brothers is Elder Joseph F Simmons, Second Counselor to Bishop George Romney. Another brother is now on a mission to Holland. Before his departure for the mission field, the deceased was an employee of the Union National Bank in this city. He was a young man of great worth, being highly esteemed on account of his spotless and upright character, and his general faithfulness as a Latter-day Saint. The demise of this excellent young man on the opposite side of the globe from his home and loved ones will be a special blow to his widowed mother, while the pang of sorrow will strike the hearts of the community generally when they learn of the event. It can truly be said of Edgar that he fell at the post of duty and his reward in hereafter is assured." (Deseret Weekly 1 March 1890 pg 31)