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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Good thing he didn't realise he was a totally different entity from the og oryx that we killed. We are the sum of our memory and experiences he didn't die to us thus he isn't the same oryx he is a new entity on his own who could have chosen his own path or carved a new path in the sword logic under a new name as a new god.