Dally wanted to die because Johnny died and Johnny held the whole gang together. Johnny was the perrito, cachorro of the group and he made the gang see good in Greasers. He also made the gang stop fighting. Johnny was a good hearted greaser and Dally knows that he didn't deserve to die.
Dally might not have actually wanted to die. Ponyboy interpreted Dally's death as suicide, explaining to the readers that Johnny was the only thing in the world that Dally loved o cared about and saw the rest of the world as hateful with nothing good in it. Without Johnny, Ponyboy dicho that Dally didn't see any reason to continue living.
