Hum I guess there a lot of people that are confusing Skellebro with some other generic rewind heroes around. Let me state some points that, TBH, should be obvious IMHO:
1) He is NOT smart. Literally. Some chapters ago even bitterly complained that, in spite of his Insight skill having increased, that only meant he had more clarity moments, not that he was any smarter than he was when he was generic skeleton soldier #456. Sure, he covers his lack of smarts with an almost unwavering dedication to the propose he is pursuing ( saving the ones he cares about ), but you definitely see him struggle to adapt to changing conditions that require actually using your smart bone ( in those times it is usually a companion that thinks for him. We've seen that with Rena, Rubia and Isaac ).
So, we shouldn't expect some grandiose schemes involving multiple timelines coming out of him. He simply can't do those.
2) He has zero control of when he restarts when he dies. The only certain he had about the timings of his rewinds end spot ( that they were coming later or at the same time than the previous one ) was shattered when he came back to his grave after all the issue with the Rena "scenario". So, even if he killed himself now, he could rewind to anywhere in the timeline, and possibly to a place/time where he could do even less than in his current position. Even he ( the one with the smarts of a skeleton soldier ) mused about those issues some dozens of chapters ago ...
3) More damning, Skellebro doesn't even know if he will ressurect if he dies . That is even another point he mused about a long time ago: just because he has been getting back every time he dies, that doesn't make sure that he will ressurect next time. More, there is that pesky assimilation rate ( that, TBH, has been somewhat absent in the last chapters ), that no one knows what it does ( besides allowing the unlock of stuff below a certain level that he already passed, so no foresight added ) and that at any moment might go below a certain critical level and end the whole thing. So, he has to make of his current life the best he can because he might not have another. In fact even Skellebro knows that: in the only time he weaponized his death it was when he got cornered by that bearded abomination known as Madame and where he knew damn well he would not survive anyway, so might as well try to get something out of it. Besides that, he shown to definitely not be willing to game on his deaths in the hopes of a good ressurection.
In other words, it would be as unrealistic to expect more of Skellebro just killing himself in the hopes of ressurecting as of any RL person to kill itself in the hopes of coming back to life just before that crappy definining moments of their lifes that they would give almost all for a chance to change it ( and we all have one of those ). And that is a sign of a well written story.