To have pushed so and hard distroyed so much for sword logic, he realised that existing after defeat would make him the ultimate hypocrite.
He was, after all, a being of principals, and unfortunately they got him killed in the first place.
It was a bittersweet ending.
The line "atleast the stars will remember the shape i gave them", is probably the best line the franchise has ever delivered.
Whether right or wrong, there will always be an indicator that he existed and maybe that's enough for anyone, regardless of who they are.
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I thoroughly enjoyed playing that last mission. I took it as a personal insult that Oryx thought he could just cheat death and threaten my solar system again. It angered me that Savathun thought she could just tell us to "butt out" and mind our own business. Witch, Oryx IS my business. I do not give him PERMISSION to live. I was happy to wipe the floor with her and Xivu's mouth pieces, before stomping out that subjegator, and putting Oryx's -blam!- in the dirt for good. Savathun says "We're not friends." No -blam!- witch. Name a time and place. I'll send you to your brother.