Likely I will be ignored, and perhaps deservedly, but I am not grasping the point here.
Either Zatzat believes in God or he doesn’t.
If he doesn’t, then, in his thought process, no one created him and his wish for annihiliation will ultimately be fulfilled. If this life is all there is, he definitely can opt out anytime he wants. He just can’t escape ultimately opting out. But there’s no one to blame.
If he does believe in God, and can’t imagine the God of Abraham and Jesus being anything but awful, then he can reject them and either find some deity more to his liking or simply invent one to fit what he thinks a real god surely would be like.
If he does believe in the God of Abraham and Jesus, then he doesn’t have much choice but to believe that God is what He says He is; merciful and prepared to reward him with joy beyond his wildest imaginings unless the person simply wants to spend eternity worshipping himself like Satan, which is what hell is. One who believes in such a god would not be able to fit a desire for annihilation into his mind, because he would see either choice as his “good”, or the object of his ultimate desires.
To desire an annihilation option is either to simply not believe in the God of Abraham and Jesus in reality, or to have a poor understanding of Him and the choices He presents.