Deadpool wants to die because he can't...You always want what you can't have, right? Well he couldn't have death for the longest time. And I don't blame him for wanting to die. Would you like to live forever? I sure as hell wouldn't. I'd hate to be able to do everything dangerous with no consequences. Takes the excitement out of life.
He can die now though like I said and now that he can have it, he doesn't want to because if he does die, he's letting a lot of people down like The X-Force (Wolverine, Psylocke, Nightcrawler and Fantomex) and his friend Bob. Bob made a deal with Tombstone saying that Tombstone gives the anti-healing serum to Bob and Bob gets to use it on Deadpool, Tombstone gets to kill Deadpool and if he doesn't get to kill Deadpool, Tombstone gets to kill Bob.