He thought back on his family with deep emotion and love. His conviction that he would have to disappear was, if possible, even firmer than his sister's. (3.29)
Gregor's desire to disappear is quite understandable given everything that's happened. The word "disappear" is even more absolute than death, which would at least leave a corpse; perhaps Gregor doesn't want to trouble his family with the burden of getting rid of a conspicuously large bug. Inexplicably, Gregor continues to have "deep emotion and love" for his family, despite the fact that they really don't think of him as Gregor anymore.