I find it difficult to comprehend where such evil comes from. Brady has repeatedly said he wanted to die as though in remorse but refused to display remorse by revealing where Keith is buried. It's as though he doesn't even realise how evil he is.
All those years and no closure, awful
I've read about Brady and the doctors and psychologists that have been studying him for the past 40 years and they have always said this about him:-
When he was torturing his victims Brady felt he was all powerful. He felt he had power over life and death and that decision whether someone lived or died, tortured or not tortured gave him an incredible feeling of control.
Having the knowledge of where someone was buried extended that control whilst he was imprisoned and while ever he has got it he still feels he has the upper hand over someone.
If Brady were to tell where everybody was buried then his last morsel of control and power has finally gone and he becomes just another murderer not just to everyone else but to himself too.
Brady is hanging on to his memory of what he did because he feels it empowers him.