Elsa was hopeful that he would. At least Anna seemed to be okay without him for the moment. Then again, Anna was strong like Elsa. They kept going even without someone they cared about beside them to help.
"It's not a ghost. It's more like a...powerful being I guess. There are an earth, water, fire, and air spirits too. I'm the one that...keeps them at peace with one another in a way, I guess." Elsa wasn't exactly sure how to explain it, but she wanted to definitely reassure him it had nothing to do with being dead. Even if she had technically died back home for a moment.