Hey I ABSOLUTELY agree with that!
To be honest, I just finished the book and end up feeling confused and annoyed like you did. Why Kelsier keep hanging around? It would be really, really perfect if he went to beyond in the end.
Yet he didn't.
My point of view is that we've already let Kelsier go, in TFE. Remember what he wrote in his last letter? He told Vin that he's ready for death. He said he should've died several years ago. He said he would meet Mare and tell her about Vin.
These words really touched me, no matter how many times I reread them.
And now the truth is that he's still sticking around?
damnation.
But yeah, I can understand why Shanderson brought him back. Because he's selfish and he is survivor and something like that.
However, I still think it would be fine and reasonable if he got back to beyond in the end. I think now the main reason we can rely on is his love for Mare. Look, it may be true that he doesn't really know love, but he did care about Mare. The decision to keep sticking around is like abandoning her...
Not to mention how many times I'd dreamed about he and Mare and Vin and Elend being together. And SH destroyed all of them.