King Wu wants to sacrifice himself for righteousness, so that he doesn't have to be conflicted. He also knows that his subordinates may not understand his choice, and it's estimated that many would be unwilling to follow his orders.
However, it no longer matters; those who are willing to listen to him can follow him, and those who are not willing can do as they please. Whether they continue to resist the Demon Clan or completely turn towards the Master of the Heavenly Palace, it no longer concerns him.
Although saying this sounds a bit selfish, that's exactly what King Wu thinks. Once he dies, how could he still manage the choices of these people?
How everyone else decides naturally has nothing to do with him.
As for himself, no matter what, he will not leave a good name in the history books of the Human Race. But because he died on the battlefield of the myriad races, at least he won't become a sinner of the Human Race, at most a figure mixed with praise and condemnation.