Von Neumann definitely didn't want to die. According to Wigner: "When Jancsi realized that he was incurably ill, his logic made him conclude that he would cease to exist, cease to have thoughts. The full content of this was incomprehensible to him and it horrified him. We all know this and try to accept it, but it is always difficult. It was heartbreaking to watch the frustration in his mind when the hope was gone. His fate was unavoidable to him, but it was still unacceptable."