What are his terminal values? It wouldn't be surprising for them not to include not dying. Mine don't. But dying would most likely still be instrumentally bad. If it isn't, it would almost definitely be instrumentally good. For example, my terminal value is happiness, which you can't have if you're dead.
Terminal values and preferences are not rational or irrational. They simply are your preferences. I want a pizza. If I get a pizza, that won't make me consent to get shot. I still want a pizza. There are a virtually infinite number of me that DO have a pizza. I still want a pizza. The pizza from a certain point of view won't exist, and neither will I, by the time I get to eat some of it. I still want a pizza, damn it.
Of course, if you think all of that is irrational, then by all means don't order the pizza. More for me."