In The Last Jedi, Luke Skywalker tells Rey that he went into exile to die and that he wished for the Jedi to end. He tried to rebuild the Jedi Order, but that went very badly. He foresaw a pupil of his turning to the Dark Side and vowed to end the Jedi Order fearing what would happen. There was clearly a pattern of Jedi turning Dark and causing destruction across the galaxy twice in the recent past, namely Count Dooku and Anakin Skywalker.
Since Jedi can transform themselves into Force Ghosts, why would he need to go into exile? There was no need to hide on Ahch-To when he could have just disappeared into the Force the moment he chose to end the Jedi Order.
Please provide answers based on canon sources.