Based on a few examples (mainly data from OEIS as well as a bit of theory) I've arrived at the following conjecture:
Conjecture: Let $f(x)$ be analytic at $0$ and nonlinear, and let $[x^n]f(x)$ represent the coefficient of $x^n$ in its power series. Let $$\alpha:=\lim_{n\to\infty}\frac{[x^{n+1}]\left(f(x)^{n+1}\right)}{[x^n]\left(f(x)^n\right)}$$ assuming it exists. Then $f(x)-\alpha x$ has a double root.
Here's one application of this conjecture. Let $P_n$ be the probability that if you roll an $n$-sided die $n$ times, none of the outcomes appear more than three times. Then using the above conjecture with $f(x)=1+x+\frac{x^2}2+\frac{x^3}6$, together with some generating function know-how, reveals that $$\lim_{n\to\infty}\frac{P_{n+1}}{P_n}=0.97868\ldots=\frac{2.66032\dots}e$$ where $c=2.66032\dots$ is the unique real such that $(1+x+\frac{x^2}2+\frac{x^3}6)-cx$ has a double root. A discriminant calculation reveals that $c$ is algebraic: $8c^3-21c^2-2=0$. (Note to anyone trying to verify this numerically: $P_{n+1}/P_n\cdot(1+\frac1n)^n$ converges faster, and then you can divide the result by $e$.)
Unfortunately, my analytic combinatorics-fu isn't strong enough for me to actually prove this conjecture, so I turn to Stack Exchange. Is this conjecture true, and if so, how can I prove it?
PS. I leave it to the reader to verify that the location of the double root in question is also a root of $xf'(x)-f(x)$. EDIT: In fact, $\alpha$ can also be described as a local extreme value of $f(x)/x$. That might be a simpler way to describe it.
PPS. This is a variation of the fact that if $\beta=\lim_{n\to\infty}[x^{n+1}]f(x)/[x^n]f(x)$ exists then its reciprocal is a pole of $f$, that is, $f(1/\beta)=\infty$. The simplest example of this is $f(x)=1/(1-bx)$ and $[x^n]f(x)=b^n$. This observation is essentially the start of analytic combinatorics, if my understanding is right. EDIT: Actually, $1/\beta$ could be some type of singularity other than a pole; an example would be $f(x)=\sqrt{1-x}$, which has a branch cut at $1/\beta=1$.