Death, for you right now, in the height of your suffering, might be accepted by you as your best choice to go with. But is it really the best choice to let yourself die, without making any serious effort to live longer, when there is a mixed motive in your heart to stop the suffering? The desire to stop suffering is not Krishna conscious. The desire to please Krishna is Krishna conscious, and a devotee who has fully awakened this desire allows Krishna to make the decision whether he should leave his body or not.
(Collected Letters to My Disciples, Pg 166, last Paragraph)