All the conversations with dead people are daydreams by the characters, and manifestations of their subconscious. They aren't ghosts - Alan Ball has confirmed this - so Claire's imagined conversation with a dead Gabe doesn't necessarily mean he died. I interpret it as Claire's way of finding peace over him and their relationship when really - she'll never hear from him again.
Ill be waiting, with a gun and a pack of sandwiches.

Life just wasn't the right environment for him.

It's heavily implied that he did as Claire has a dream when he appears with his brother. The scene always made me feel better for Gabe as he explains that he's finally at peace being in a world that was less agro and that he was with his little brother once again.