Well, I wonder what Hoid represents then? If Hoid is some physical representation of a cognitive ideal that resides in Shadesmar, him leaving could have some serious implications on Roshar. Maybe if he is "killed" it simply means that a particular ideal no longer exists in the minds of men on that planet?
Just to throw out a random example, if the ideal of honor no longer exists in Roshar, and Hoid represented that ideal, he wouldn't be able to appear back in Roshar until honor returned among the people. Similar to Syl in a way I would think, but I don't think Hoid would classify as a Spren. It might be completely insane to even go down that path, and I could be looking way too into the matter, but it's an interesting thought I think.
That would be why he said he would return even if he was killed... it's kind of a strangely philosophical idea of being "killed" but how else could an ideal be killed? This entire theory rests on the fact that Hoid is a physical representation of some kind of ideal from the Cognitive Realm though, so if he's human, then this whole post is hogwash