I think perhaps it is what the child is being exposed to as MarvelFan said. Media can play a large part in development. Although, at the age of 4 is when I myself began to start remembering things. I think for a lot of people this reigns true as well. So honestly... I wouldn't say his feelings aren't entirely truthful, but again, he might just be reflecting back what he is taking in. I'd definitely take him to a child psychologist or something of that sorts just to be safe. If he talked this way in school, whenever he is enrolled, they will definitely send him to a school counselor anyway. It's best to take him before that--at least in my opinion.
Although, do be careful of doctors putting the child on medications. It's very dangerous at this age because the brain is still in development. So don't let people convince you to put him on meds unless it's absolutely necessary--which, to me, is very unlikely that it will be so dire...but you never know. Really does scare me when doctors put kids on these heavy medications like for bipolar disorder or whatever and they're like...7...and I'm like???WHY??? ....I'm hoping that it doesn't come to that. I doubt it will, but if it does--be sure to tell his parents that they can say no. Treatment is most likely better if it's talk therapy, but doctors these days just throw pills at anyone sadly.
I should add, I started having suicide ideation when I was about 9 years old from what I remember. So kids having these thoughts, as uncommon as it is, is not impossible.
Hoping for the best for you all.