I was playing though the final scene of Kei's, where he tries to impale the priestess, when before the cutscene could begin I ex'd out. When I woke up and went downstairs, he was still sleeping on the couch, although Rei still acted as if he was dead.

Has this happened to anyone else?

It sounds like you got the alternate ending.

If you picked up Kaname's Earring during the game, Reika won't kill Kei.
Instead of dying, Kei will go into a coma (like Miku) until the end of the game. Once Rei breaks the curse, he will wake up.

Yeah You got the Second Ending, YAY! He's not dead. You can tell if he's dead if he leaves a Stain on your couch