Though the more logical part of him insists that there would have been nothing to be done even with advance knowledge of Gabriel's mutiny plans, the part of him that still believes he could have fixed things has some complicated feelings about Jesse McCree. The fact that he ran off with potentially vital information has always weighed heavy on him, to the point where he's not sure how guilty he should feel about faking his own death when McCree might have been able to prevent it in the first place.

"Takes more than something like that to kill me."

Even if it very nearly had--even if he still maintains that some vital part of him did die. McCree will realize that soon enough, he thinks.