Was she wanting a serious answer? Because asking it so out of the blue like that caught Kuwabara off guard. He wasn't going to tell the truth. Even if he had expected it, he probably would have lied. Talking about how he really felt wasn't something he was good at. "Who me? Ha! Kazuma Kuwabara is fearless. I'm not scared of anything. Except mice. But they creep up on you and it's just not natural!"
Had he told her the truth he would have said being alone, not having a meaning in the world, not being able to protect his friends, his sister. That was what he feared most. He wasn't scared of dying, he'd shaken hands with death so many times these last couple of years that it would be silly to fear it now. He was just scared of everyone else dying, leaving him with no one.