"The best choice of many bad options" puts it pretty well, I think. Is there a possible AU where Shen Wei tells ZYL and they talk about it and agree on a plan of action? Maybe. But there are many where it would not go over well and ZYL would try to interfere and save Shen Wei by putting himself in danger, and that of course would be unacceptable to Shen Wei.

I also do think it is a kind decision in a way. That doesn't mean it can't be both, kind and selfish, because I think Shen Wei also wants to have these last moments with ZYL to not be spoiled by the coming doom.

The question about keeping secrets is an interesting one. I think I tend to answer that differently in fiction and RL. I like characters in fiction who are a bit fucked-up and definitely flawed, and so I don't usually view the actions of these characters through the lens of "would I want my own partner to behave like that?" but more a "is it relatable and in character for this person?", which in the case of Shen Wei I so think it is. I also think in regards to secret keeping it depends a lot on whose shoes you put yourself into, the one who keeps the secret to protect the one they love, or the one who gets lied to and doesn't get the chance to do the same. In a way, it's a fight about who gets to protect who. :)