If it helps...
Emet-Selch rapidly became one of the most popular Final Fantasy characters of all time during a character popularity poll conducted in Japan. He has also proven to be very popular elsewhere. I strongly suspect that he'll show up again somehow, be it through an Echo vision or through being called upon to lend additional aid from within the Underworld/Lifestream. His voice actor was, after all, hired to narrate a portion of the Endwalker cinematic and so there's a good chance that the writers will play into his popularity by having him pop up again.
You're most certainly not alone, though. Pretty much everybody I discuss the game's lore with feels the same way - they miss Emet-Selch and desire a satisfactory conclusion to the Ascian storyline that plays into the established depth and nuance that Emet-Selch and Elidibus brought to the forefront.