You know, if at the palace, the hero vocally, and publicly said that the reward he wanted was for the country to kill him and the reason why. It would be a good story.
As for why: because now they view him as a threat anyway, and that they don't feel any sort of gratefulness to what he has done for them, not in any class, due to propaganda etc. And he reminded them that everything, life and even world and time has ends. And this time, it won't be demon lords nor him, but natural. Just like old age brings death to people. So he just wants the country to rewards him with public execution of himself.