Why did our finches die?

Do you have anything poisonous in the house? If you have Teflon skillets or cooking appliances and it got overheated it will give off this extremely toxic fume that will kill birds immediately. It would be odd for both birds to become egg bound at the same time. Maybe if they were extremely attached to each other one could have died and the other one did after with a broken heart. Im sorry for your loss. :(