It hasn't happened in this case. Your example has causality reversed. Khamenei wasn't killed because there was a prediction market about the political leadership of Iran.
It is interesting, though, that a large bet was placed not long before the assassination attempt that paid out $550k. By definition, killing the leader does imply that they are no longer the political leader of the country.
It is entirely possible that there was causality in the forward direction if the bettor had inside information about the assassination operation beforehand.
Inside information is not the same as causing the outcome.
I knew my previous employer was getting acquired before the markets did -- I had inside information -- but I had no way to make the deal go through.
Revealing inside information through prediction markets is mostly fine. You may think people shouldn't need a financial incentive to do so but clearly they do, and clearly other people are willing to put up with that money for it.
It is entirely possible that there was causality in the forward direction if the bettor had inside information about the assassination operation beforehand.