I wonder whether we can approach this theme through discussing another theme, which is that of escape. It is clear that Gregor's life is one of unsatisfying and unfulfilled drudgery. We are presented with a central protagonist who wishes to escape the dreariness of his existence, and at first, becoming transformed allows him to do that. Gregor is able to stay in his room and crawl around, something he seems to initially find enjoyable. And yet, as time goes on, this is something else that he seems to find problems with, and so he craves the ultimate "escape." Perhaps it is only in his death that he is truly free.
Consider how his death is described in the short story:
He soon discovered that he could no longer budge at all. He was not surprised, it even struck him as unnatural that he had ever succeeded in moving on these skinny little legs. Otherwise he felt relatively comfortable. His entire body was aching but it seemed to him as if the pains were gradually fading and would ultimately vanish altogether. He recalled his family with tenderness and love. His conviction that he would have to disappear was, if possible, even firmer than his sister's.
Death is something that Gregor wishes and desires, and he sees it as a release - from pain and above all from the miserable existence that he has lead - both in his transformed state and before.