My Little Sister is dead, should I get a new one or start over?

In the level Proving Grounds, you have to follow a Little Sister as she opens doors for you.

Mine just got killed near the end, Tenenbaum told me I could get a new one, but also state that one lost is already too much.

I systematically saved every Little Sister instead of harvesting them until now. Could I get a new one without any impact on the end or should I load my save-game and try to escort her safely? What if she got killed again?

Tenenbaum just acts dramatically, but actually spawning and following another little sister doesn't impact the ending of the game (it's just boring to get back to the vent and call another one). I recall losing a couple of them in that level but saving all the others through all the game, and still getting the good ending.