The Thetan is immortal, we just go on and get another body, or do some other undefined stuff.
Note that a Thetan is different than a soul. A Soul is something you have. A Thetan is something you are. It's you. That part of you that isn't your mind (you have a mind). It isn't your body. It isn't 'your' anything.
This is where you've lost me. I'm too much into the body/mind/soul mentality and this Thetan thing doesn't compute.
Hear it like it's spoken by someone with a lisp.
You do know of L. Ron and Crowley, yes?