
It's because that's what desperation does to people, they stop thinking rationally. Horus wanted Seth to realize not only how Seth offing himself and delivering himself into Osiris' hands would affect him, but how he was and had always been there to help, yet Seth never gave him the chance to show it. I think Horus did the right thing in disuading him because I'm sure not just Horus, but Nephtys and even Isis could lose all hope of ever being able to move on, if Seth did that... and moreover, if he did that without thinking that even if he delivers himself into Osiris hands, it might not even work to save Anubis the way he wants to (because it would leave the curse as it is, and there's no guarantee Osiris will know any other way to "solve it" aside from sacrificing someone... and personally I wouldn't trust *Osiris* with "fixing" this one thing for him, anyway...), and also without thinking there might be other things he could try (if he delivers Fenu to the ghosts, I bet half of the curse will be solved, for example).
poor set. but, also, i can't stop thinking about how set's worried about anubis dying and horus is just (almost) like "but what bout me?"