heres a thought. maybe he just says that to demonstrate his new level of power. there is a weapon that can defeat everyone so to say that there is none would be ignorant. maybe it was meant that if he died he would come back. so while we are throwing out ideas why not this one. meybe it was just a boast of his powers to give them some encouraging and some motivation to keep on with their task.
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"Its a dangerous business, Frodo, going out your door. You step into the Road, and if you don't keep your feet, there is no knowing where you might be swept off to"
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