My first thought is, someone as wisened as Hoid probably has multiple objectives he is trying to accomplish. He seems to want to defeat Odium if you believe the letters in the stormlight archive are written by him. I don't know if he wants the shards all back together for sure. My guess is he wants the diversity of the worlds to continue to flourish. He seemed to care enough about the sharing of cultures to have a part in the Worldsingers. When he said that he would watch world burns to see his objectives met, if his objective is a free cosmere, then a burnt world or two aint bad in the context of Odium's havoc.