I would say that it depends on how you want to progress with your story.
Every (good) book, or series of books, that I've ever read sets the tone for the rest of the book in the first few pages. Whether that's with a mysterious murder, the establishment of a prophecy/chosen one or world-building and exposition, the rest of the book will continue with the theme that it begins with. This is so that the reader can tell straight away what type of book they are actually reading.
Therefore if you're planning on having your book being filled with shocks to the reader (having the character that they think is the MC die almost immediately is pretty shocking), having unexpected deaths or even just your hero experiencing many tragedies, then this could be a good start to your story. It would set the tone for what to expect later.
However if you're looking to use it simply as a tactic to engage the reader, then yes it would be wrong. People might initially like your book, but if the writing style that they got interested in the first place changes for the rest of the book, then it's unlikely they will stick it out until the end.
This is not to say that you can't have the exact same events occur if your book is not in this style, just establish them differently. Make it obvious who your protagonist is immediately, preferably by changing the POV character at the beginning of the book. Then the unexpected death could set him off on the Hero's Journey to get justice, meaning that even with the same events, the tone of the book is set differently.
More to the point about your story specifically, every Dan Brown book begins with the main character of the prologue dying almost immediately, so it can definitely be done. However the character is generally given very little background or depth; that usually comes later when their murder is being investigated.
This works well as a shock tactic, as it surprises the reader quickly. However, the reason that your reviewer might have disliked your passage is if the extract was exploitative. If you give the female character a lot of background and are setting her up as the protagonist, only to immediately pull the rug out from under the reader unexpectedly, then you're simply making the reader feel stupid. This is a good way to get people to stop reading.
I feel like it is quite similar to Deus Ex Machina, where the writer just puts something in unexpectedly in order to fix a problem. If you're just putting something in fully unexpected and random, such as (who the reader perceives to be) the main character getting hit by a bus, then what is the point in carrying on reading if anyone can die at any time for no reason whatsoever?
If, however, you put in a short passage about her choosing heels that go with her favorite outfit for the date, but one of the heels is loose, and she offhandedly thinks that she will fix it tomorrow as she is already late, followed later by that same heel breaking and making her fall in front of a bus, then you have knowingly set up a tragic event. The reader will feel that such a horrible occurrence, whilst unexpected and easily avoidable (a staple of tragic tales), was at least given a reason for happening.