If he decides that it is, in some sense, just a story, or if Keltham decides that he is selfish to the end and this is not his story, there's three obvious signposts marked in this story for exiting it:
Death, for exiting mortal Golarion, going to the city he saw in Early Judgment.
The Test of the Starstone, for exiting mortality itself, and maybe heading away from Golarion after.
Abaddon, to exit the whole multiverse.
...where, to the extent Keltham believes that tropes govern here very exactly, which is something that Keltham is now always tracking as a possibility, he does not feel like the deepest darkest depth of the Trope Hypothesis really endorses the Axis-lets-you-terminate claim. That was only just now introduced as a possibility, and Abaddon is the multiversal exit he was first told about in the beginning. On object-level causality, yeah, going to Axis is probably better; but then if Keltham is walking out on this world in the first place, it will probably be because he's decided it's just a story.
Or on the side of ordinary death, it's even been hinted to Keltham that he could still repay his debt to Abadar if he went to Axis, by going to Abadar there directly and explaining mortals to him. Though, obviously, something that Keltham would check.
And Keltham would need to believe very strongly that Golarion wasn't real, for him to not first try to give Osirion more knowledge as he gave to Cheliax, before leaving it.
...he would need to believe it very very strongly, that this was only a hallucination and one where nobody else was real at all, for Keltham to exit this plotline when he hadn't yet aborted his probable child with Abrogail Thrune.