Rinaldi really wanted to die but he didn't appear to be depressed

That magician Rinaldi badly wanted to die. As he suspects Gallego of murdering Ormond he confronts Gallego with this information alone with the crematorium which he identifies as a means through which he can dispose of his murder victims, thus volunteering to take his own place in the crematorium. He tells Gallego, "I know you", and that he was suffering in silence before striking back at his tormentors and then offered to resume the torment with his own blackmail. He must have wanted to die because he knew Gallego was the killer and had the means of disposing of the corpse and deliberately did what he knew caused Gallego to kill Ormond. The funny thing is is that one wouldn't have thought he wanted to die. He must have kept his will to die hidden under his cheerful facade.