What did my brother mean by this?

My brother was 41 when he passed away of a heart attack. He was in great health but had some weird heart defect. I'm 40 years old. A year before he passed, I asked him, what do you want to be in your next life, or on the next planet you're on, or just what do you think you'll be? He looked me dead in the eyes and said, "I'm not coming back here, I'm just going to be gone". That was weird to me.