Why didn't Walt just kill himself?
I couldn't remember if he ever gave an answer to this. The money is buried and could have easily been given to Skyler and the kids through Saul. The investigation dies. Walt's going to die anyway. He had absolutely nothing to live for.
Why not go driving down the highway and lose control of the car? Just crash into a tree. Doesn't even look like a suicide.
Once he got to his money and realized that it was a ploy to get him there, I would imagine that Walt assumed that Hank was recording the conversation in which Walt admitted to multiple murders of drug dealers and other activities. With his guilt pretty much proven, Walt knew that the money was gone. Like Hank said, they'd have to do some digging, but they know the general area of where it's buried, so they'd find it, and it would be kept by the DEA as evidence.
If Walt kills himself, there's essentially no chance that the money gets to his family. Saul doesn't know where Walt buried it, and even if he did, the DEA's gotten to it first. If Walt stays alive, he can at least try to beat the charges or otherwise cast doubt on the source of the cash. His family has a better chance at getting the money if he's alive than if he's dead at this point.
Unless you mean that Walt should have killed himself before this past episode...then none of the above would really apply.