Emet-Selch's position is one better argued by other stories tackling a similar idea: That what everyone perceives as reality is really a fantasy, and in order to awaken to the true reality they must destroy that fantasy world. Final Fantasy Tactics Advance had that story, even including the part where Marche is treated as the villain by several characters (and the fandom, natch) for his efforts to return the world to the way it was. And in another franchise entirely, The Legend of Zelda: Link's Awakening features a largely bare bones story in which Link must awaken a godlike being at the center of the game's setting (an island), knowing that the entire island and all its inhabitants will cease to exist when he succeeds. There's a brief moment in the plot where one of the antagonists tries to convince Link that he'll cease to exist as well, and the manga adaptations of the story play up the existential drama of Koholint Isle's people for all its worth.
To put it another way: In another story, Emet-Selch would actually be the hero struggling to save his people from a Lotus Eater Machine (insert TVTropes link here) forcing them to live out fantasy lives at the cost of their real selves. But that's a different story, and in FFXIV, he is instead the villain struggling to end the real lives of his long since reborn people to try and bring back the fantasy world of his past.
By contrast, "I think all of reality should get on with ceasing to be, and am going to do my part to make it happen" is... really not something that comes across as reasonable to anyone. Most people prefer being alive to not, and most people would hope for something after the end of all things. A Big Crunch following after the Big Freeze, leading into a new Big Bang. Even the one video game story I can think of to actually argue in favor of that—Dark Souls III—has its particular "let it all end" endings end with the hopeful observation of things beginning anew.