He just wants to go quietly. He doesn't want Elena to mourn him, after everything else that happened. And he knows what's coming, he knows how bad it's going to get, and he's just...he's driftwood. He's been drifting for a long, long time.
Of course Damon doesn't want anything bad to happen to Stefan, but I'm sure that part of his concern here has to do with the fact that if the werewolf bite gets him and Stefan dies in the sacrifice, Elena is left alone to transform