For Nietzsche to say so, he must have believed that at one time God was alive.
For to me to die, is the end of life.
So I have to believe that God was indeed there before he died.
Furthermore, that statement coming from a man, tells me that it is a man who killed him or her, in this case, Nietzsche.

In other words, if God is dead for him, he is not for the others.

The cultural revolution made it, that men started reading about thinkers, philosophers and other wise men, appropriating themselves their thoughts

and philosophy, trying to emulate them and agree with them.
So much so that today one of the newest writers, Yuval HARARI who wrote two best sellers,
SAPIENS and HOMO DEUS goes along with the idea of a dead God in his various descriptions of Humanism.
HARARI wants us to all agree that God is dead,

so only the human experience gives meaning to the Universe, regardless if these experiences are equal between people.
I wonder how he can explain human experience after we lived century after century with war of religions that killed millions.

The way I see it is that the dead God he talks about is the one that sadly people have personified for Indeed in their little mind some people

need to feel, see or touch that God, so much so that many Christians are considering Jesus as God and if not considering, mixing the two. In that case he is indeed dead.