Johan isn't what you would consider a normal human being;  this much is obvious.  Ever since he was a child, he was utterly interested in the darker side of human nature, most especially what people fear and how they responded to it.  Shooting people?  Done.  Poisoning doctors?  Check.  Being the cause of an orphanage running rampant and burning itself to the ground?  Sure, why not.

And all this happened before he even hit his teens.

In fact, it wasn't until he found the Nameless Monster storybook that he even obtained a somewhat clearer cause for killing.  Before then, Urasawa is very vague about his intentions in general, or if Johan even has any beyond the fact of "controlling the world from behind the scenes".  In other words, manipulation for his own amusement, perhaps.  Watching people from above like the mindless ants they are, but nothing loftier than that.  But despite this, his actions in the beginning only prove as foundation for his beliefs of not being human, but a monster.  So.  Chalk up his past actions to his unconsciousness or buried, undiscovered memories influencing him?  You could say that.  I prefer to take the lazy/easy way out and blame Urasawa for not really explaining it, instead. :|

But after discovering the storybook that Bonaparte wrote (about him and his sister, no less), he regains his memories back all at once.  Which at first is a huge shock, if fainting on the spot means anything.  Afterwards, however, things are clearer for him and he knows what he wants to achieve.  "What do you think is the ultimate fear?  I thought I had reached the darkest of the dark... but then... ahead of me... I saw an even greater darkness."

In English that would be "What have I been doing this entire time?  I know what I want to achieve now and it is to be fictional, just like a storybook monster."

So now his goal is to erase himself completely from existence, which he believes to be more fitting for someone like himself.  But in order to do that, he would have to kill absolutely everyone that he was connected to in the past, and anyone who knew of him in the present.  And then have someone kill him.  Which is what he does.

Or at least tries to.  A certain altruistic doctor by the name of Kenzo Tenma kinda fucked up his plans. :\

However, this doesn't mean that Johan is beyond killing people who pretty much have nothing to do with him.  (This is proven in canon with that poor kid who wanted to jump from the bridge thanks to nina!Johan.)   After all, there is a monster inside of him, and the last thing he's going to do is fight it.  Why would he?  He seems to enjoy it.  Maybe it would be better to say that the monster is actually apart of him rather than buried deep down somewhere.

But I digress.

The point is simply that Johan does not want to exist.  You could call this way of thinking almost suicidal, if it weren't for the fact that he isn't going to take his own life anytime soon.  He constantly refers to his goal as "becoming the only one left in the world" (which is actually an existentialist statement, but don't worry, the mun won't bog anyone down with that @.@), and when he shows his vision of the end, that's exactly what it is.  A barren wasteland, devoid of life, very reminiscent to the scenes in the storybook.

This is more or less why Johan is always "lol death" whenever talking about the subject.  Even if he's threatened in any way, you won't get much of a reaction out of him because he isn't afraid of dying.  If anything, it makes for a nice dive into darkness, even if not quite the way he would prefer.

And to him, there can't possibly be anything else more inviting.