According to Wikipedia he didn’t.
On 1 September 2003 Sobhraj was spotted by a journalist for The Himalayan Times in a casino in Kathmandu. The journalist followed him for a fortnight and then wrote a news report in The Himalayan Times with photographs. The Nepal police saw the report, raided the Casino Royale in Yak and Yeti hotel and arrested a blissfully unaware Sobhraj, who was still gambling there. According to the newspaper, Sobhraj had returned to Kathmandu to set up a mineral water business. The Nepal police reopened the double murder case from 1975 and got Sobhraj sentenced to life imprisonment by the Kathmandu district court on 20 August 2004 for the murders of Bronzich and Carrière.
I read another piece as he was there to set up a deal with Chinese officials. But lets be honest who knows what the real truth is other than the man himself. I have no doubt the end they showed was not how it went down, but they needed to wrap the series up to near conclusion.