I really don't think drinking your own pee is that bad...I mean if you really, really need water it's a perfectly viable solution, although it's only good once (I don't think he explains that on the show). However, jumping into freezing water and climbing a fifty foot vertical wall out is in a whole other league.

I thought you could drink it twice...

Nah, after the first time your pee becomes too concentrated and it can be poisonous.