Krishna wraps up the topic of the two paths with a practical command. Knowing these paths, no yogi is ever confused. Therefore, Arjuna, be established in yoga at all times.
This is deeply practical counsel. Krishna is not saying: calculate the lunar calendar before you die. He is saying — "sarveshu kaleshu yogayukto bhava" — stay connected to God at every moment. For someone who is always united with God, the timing of departure takes care of itself.
A student who studies every day does not fear any exam, regardless of when it falls. A yogi who lives in constant connection with God does not worry about the moment or manner of death. This shloka echoes the message of 8.7 — "tasmat sarveshu kaleshu mam anusmara yudhya cha." The answer, as always, is steady practice and steady devotion.