The soul does not die. It returns again and again until it blossoms to its full divine possibility. Then aware of its mission upon earth it remains conscious between death and birth. Death ceases to exist for such a soul that has completed one phase of its evolutionary curve and arrived at its fullness.
The Masters do not die. They shed their mortal sheath as a dress that has served its purpose. They had assumed this cloak to come in contact with humanity so as to help man through its dark and difficult passage between birth and death and lead the souls of men towards God.
The Avatar does not die. He has come to open a Way for humanity as a whole and when the way is opened he steps into the background so that humanity can prepare itself and walk the path that he has opened before man.