Midnight Entourage's triggered ability is mandatory. You draw a card and lose 1 life even if you don't want to.

If Midnight Entourage and another Aetherborn you control die at the same time, its ability triggers once for each of them.

If a creature has been dealt damage, that damage remains marked on it until the cleanup step. If Midnight Entourage leaves the battlefield and another Aetherborn creature you control has been dealt damage, that creature will be destroyed if the damage is now lethal. The same is true if an Aetherborn's toughness becomes 0 this way.