When Sattva is high, you die with awareness and are reborn in higher realms. When Rajas dominates at death, you are reborn among the work-obsessed. When Tamas dominates, you fall into lower states of consciousness (animalistic or inert births).
You don't have to leave the world to transcend the Gunas. You just have to change your relationship to them. adhyay 14
Krishna isn't trying to scare us. He is trying to wake us up. As long as we think we are our moods, we are slaves to the Gunas. When Sattva is high, you die with awareness