“ As a Buddhist, he told me, he knew that it didn’t really matter if I passed away, but he thought it would be bad for business.” 

Buddhism talks of rebirth. It does not propound Moksha. Hence, death is not an end and Tsetan understood this, being a Buddhist. So, he told the author that even if he would have died it would not have mattered as he will be reborn as the soul never dies and just wears a new body, his soul would have still lived on. Besides, they were in Kailash, the holy place in Buddhist culture. It would have been a blessing to have died in a place like that when he was almost done with the Kora. However, as a business person he would have felt bad. First of all loosing a customer like him would have not been good for his business. Plus, it might have affected his business' reputation badly.