Why does henry beleive that it would be better to be killed directly?

Here is a quote that explains it,

"Once he thought he had concluded that it would be better to get killed directly and end his troubles. Regarding death thus out of the corner of his eye, he conceived it to be nothing but rest... He would die; he would go to some place where he would be understood. It was useless to expect appreciation of his profound and fine sense from such men as the lieutenant. He must look to the grave for comprehension." (Chapter 3)

Thank You!!!