At peace is a good place to be. If the person is known to be alive, s/he is at peast with him/herself. But someone who has died may be, in Christian terms, at peace (while - in those same terms - s/he is in peace. The commonly used tag 'RIP' is an abbreviation of the Latin requiesca[n]t in pace - [=may s/he/they rest in peace [that is, they are in peace but may they come to be at peace with God*]]. By contrast 'there's no rest for the wicked' - an idiomatic phrase commonly used today, in a secular society, even in the mouths of people who don't realize its theological background.
To 'come in peace' is nothing to do with being dead - apart, of course, from the speaker's wanting to remain alive. ;-)
* Please note that this is not a point of personal belief. But understanding the English language involves understanding its Christian roots.
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