Dr. Bill, I found these; apparently Thoreau did know he was dying, according to
http://www.literature-web.net/thoreau: Aware that he was dying of tuberculosis, Thoreau cut short his travels and returned to Concord...

And this, from a site on Emerson: On April 27, 1882, the great thinker died of pneumonia, caught some weeks before after a rain-soaked walk through his beloved Concord woods.
http://www.pbs.org/wnet/ihas/poet/emerson.html
This place also said ...he experienced a religious crisis after the death from tuberculosis of his first wife... and that he left the church in 1832; the Thoreau site said He was a member of Emerson's household from 1841 to 1843

So it looks like Emerson would have been exposed to TB by his first wife, I should think, more than a decade before Thoreau came to live with him. And Thoreau died in 1862, two decades after his stay with Emerson, so perhaps he had not developed it at the time.

Um--TB isn't always fatal, is it? So maybe Emerson had a mild case of it, which could have left him more susceptible to pneumonia than he might have been?