I actually do think that Elesin wanted to kill himself. He also was naturally a little conflicted about it. Who would really want to die? He tries to live life while he can, and so he marries for one night.
Elesin shows both resignation and fear when he realizes the horse and dog have been killed and he is next. However he seems truly disturbed when he is unable to kill himself. He is angry and talks about honor. He is honor bound to kill himself. He is definitely sad when he learns that his son, whom he thought was both Europeanized and honoring his roots, kills himself. Then Elesin manages to strangle himself with the chains and do his duty.