The two of them were in downtown Gotham only minutes before the bomb was due to explode. Perhaps they stayed longer than expected because of Batman's return, but they don't seem to have given themselves time to escape the 6 mile blast radius anyway. Was it always a suicide plan? Why? They didn't want to gloat afterwards or explain themselves?
The League of Shadows philosophy can be seen as a form of religion, with Bane being a religious fanatic. As mentioned before the League even excommunicated him prior to the movie for being too extreme, and if an organization that is willing to decimate the population of major cities says something is extreme you know that they are right. So Bane would probably have no issues dying for the cause. He might even welcome it seeing as he is still no longer a part of the League of Shadows (there is no indication in the movies that either he or Talia were leading or still even a part of the League. They made no mention of them nor did any of their henchmen seem to be as well trained as a member would be). Plus for the final motivation, he was loyal to a fault towards Talia due to her saving him from a place they call hell on earth... With such a fanatic side to him and so much loyalty it would be easy for Talia to convince him to proceed with the plan and stay behind to make sure everything goes like planed.
Now for Talia, she seems to have taken the death of her father not all to well. For her it was not about the goals of the league of shadows but purely for vengeance towards Bruce Wayne. That's why she placed Bruce in a (seemingly) unescapable prison with a TV to watch how her plan unfolds. It would also explain the timer, prolonging Bruce his suffering knowing that he failed and (theoretically) could do nothing to stop it. And now you would be able to say "why didn't she reveal it was her to gloat, so that he knew she was the cause of his biggest loss?" The reason is simple, she wanted to be a part of his loss, Bruce was bit of a recluse in his later years but he opened up to her. The first woman he "loved" since Rachel's death dying because he failed would be the worst part of his failure and probably torment him the most until his last day. Sure she could have faked her death but as I mentioned before, her fathers death did some major damage to her mental health. Seeing the amount of effort she placed in getting her vengeance and the massive collateral damage she was willing to do to get to him makes it plausible she had nothing left to live for, because what is a hunter without the hunted?
I'm going to try not to focus too much on the other answer, but I do need to address a faulty premise since it's important for the answer - the premise that Bane is no longer a member of the League, and that there is no indication or mention of them from Bane/Talia, is false.
Firstly, Bane explicitly says "I AM the League of Shadows, and I'm here to fulful Ra's al Ghul's destiny" in response to Bruce's taunt, and follows that up again which indicates it isn't just a throwaway line. He later follows up again when expositing to a Bruce he believes will never escape from the prison that "we will full Ra's al Ghul's destiny ... we will destroy Gotham".
In addition, Talia makes it clear to Bruce that she believes he was excommunicated because he served as a reminder to Ra's al Ghul of his (Ra's) failure. The idea that he was too extreme comes to the audience (and Bruce) through Alfred. And here is what he actually says: "And then he was excommunicated. And any man who is too extreme for Ra's Al Ghul is not to be trifled with.". Alfred doesn't explicitly even say that he was actually excommunicated for being too extreme, leaving room for any of these possibilities:
- Alfred assumed he was excommunicated for being too extreme.
- While researching, he heard rumours that the reason Bane was excommunicated was that he was too extreme.
- Bane was excommunicated on the basis of being too extreme, but it was a nominal reason provided to conceal the real reason of the guilt and shame that Ra's al Ghul was feeling.
Talia herself is also very explicit in her final reveal to Bruce:
I honour my father my finishing his work. Vengeance against the man who killed him is simply a reward for my patience ...
It's pretty much impossible for her to be more clear on her motivations.
Moving on with that established, it should be noted that the time frame matters for how we look at the events, and what they seemed to indicate.
For example, at the moment when Talia leaves Bane, she does a final "Goodbye, my friend". She is going to the bomb, which she failed to detonate, so that she can manually detonate it. She clearly expects that this is final goodbye, and that either Bane or her (or both) will be dead shortly. That's a good indication that they were prepared to die.
But bear in mind, this wasn't the full plan. The plan was to infiltrate Gotham, reveal to Gotham their plight, publicly announce that the trigger was held by an ordinary citizen, give Gotham false hope that things could be ok, and then detonate the bomb anyway. As said by Bane:
I learned here that there can be no true despair without hope. So, as I terrorise Gotham, I will feed its people hope to poison their souls. I will let them believe that they can survive so that you can watch them clamouring over each other to "stay in the sun"
At the end of this plan, Gotham would be destroyed, and the rest of the world would be left knowing that Gotham had been killed by an ordinary citizen, despite the promise of hope. That was the impression this plan was to leave to others, and the lesson they were supposed to learn so that they would be better than Gotham. There's nothing in this plan that requires Bane or Talia to sacrifice themselves.
But the plan unravelled. Instead of being able to reliably detonate the bomb through transmission, Bane and Talia were left with a mass police uprising, no physical control of the streets, and a Batman who was back. You would think that if they just planned to die the whole time, they would have just immediately detonated the bomb at the first hint of any resistance, regardless of whether or not Batman had returned. Indeed, at this point, they thought Batman was fully taken care of.
So why were they still there? I would say it comes down to the last part of the plan - the bomb had to be detonated in a way that announced to the rest of the world that Gotham was an example of pure corruption and evil, and that the ordinary citizen had failed everyone. There were still steps to take to pull this off, which were interrupted by Batman.
Conclusion: There is no indication that Talia and Bane planned to die, although they were both prepared to die. Plans change.