If you're wondering why Jimmy decided to make things worse for himself, it was because of his last conversation with Kim.
On season six, episode 12, after not hearing from him for years, Kim told Jimmy to turn himself in. In response, Jimmy told Kim she wasn't innocent either and that she should turn herself in, not thinking she would actually do it.
On the finale, Jimmy was shocked that Kim actually revealed the truth about Howard's death to set herself free to live her life normally, with whatever consequences she may face. So he decided to do the same and wanted Kim to be there as a witness.
Sure, he could go to prison for seven years as Saul, but he'd still be alone when he'd get out. Inspired by Kim, he finally decided something was more important to him than his diamonds or money. It was worth more to him to shed the Saul persona and let Kim know that Jimmy, the person she once knew and loved, still existed.