I'll try answering your question by ironically presenting another question: didn't Rufus die in that impossible-to-survive explosion that Weapon caused?

There are no "in game" answers to how Tseng survived just how there are no "in movie" answers to Rufus' survival...Square was clever and was attempting to explain Rufus' survival but Cloud conveniently interrupts him.

My guesses: Tseng somehow managed to escape before the Temple of the Ancients imploded.

OR

The loyal Turks (Reno, Rude, Elena) rescued him.