Buddha does not die, he disappears into our concept of God. Jesus melts into the ocean of our God. And the people who are not yet awakened, they also don't die. They have to come back again and again into some form, because the only possibility of being awakened is through forms.
The world is a context for becoming awakened, an opportunity.
Remember Atisha. He says, "Don't wait for the opportunity" -- because the world is the opportunity; we are already in it. The world is an opportunity to learn. It looks paradoxical; time is the opportunity to learn the eternal, the body is the opportunity to learn the bodiless, matter is the opportunity to learn consciousness, sex is the opportunity to learn samadhi. The whole existence is an opportunity.