That was Saul's character, not Jimmy's.
The Saul Goodman persona was a defensive mechanism/coping strategy for a deeply hurt and traumatised Jimmy. It was a benefit to him to Jimmy to denounce his Saul/Gene ways and own up to his crimes. If he took the deal, he would've spent some easy years in a cushy celebrity 'jail' then come out even more corrupt and lost as Saul and being miserable for the rest of his life. He wasn't happy as Saul, he was miserable. So ultimately he chose between a miserable, depressing, soulless lie of a life as Saul Goodman, or the rest of his life in prison but hoping to make peace with his past and regain the respect of Kim. There was no option for a happy ending.