he doesnt kill himself because he still believes that he can cure the disease. An remember in the en of the movie, when that latina chick was like come with us, he said that this was his fault, that NY was ground zero, and he had to cure the disease.
Well besides that, the movie was so sick, it was really suspensefull, and it was so weird how surreal it was. It really had me on the edge of my seat, an I was really surprised at how bad of a shot Will smith is.