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I think he just meant in a general "More Kangs are coming and they'll be so very much worse than me" kind of way.
He did say that if she killed him the entire thing would just loop with him being back where he was. But he also says he has no idea what will happen anymore once they cross the threshold, and him ending up back where he was would be dependent on the sane variables creating the same timelines creating the same variants again, and the events of the multiversal war all playing out the same way (He Who Remains defeating the other Kangs, pruning the timeline down to one, creating the TVA, etc.) And that seems like kind of a longshot.
My guess is this phase of the MCU ends with Sylvie in the same position but deciding not to kill him. Either that or Loki having to kill her in that moment before she kills Prime Kang. Somehow we will see a replay of the Loki finale with a different result.