I don't see the reason why he needs to die. Just because he wants to die. The Strawhats ain't the "make a wish and we grant it" pirates. There's no reason imo why his wish to die should be fulfilled. He's a villain, he's getting the short end of the stick. And even if he dies, I would say by the hands of the people of Wano, and not Zoro.
I don't know about by whose hand, but Oda has a habit of justifying deaths. Roger was apparently already dying, so killing him is fine. Whitebeard was already very sick. For Ace he came up with Sabo. So I think Kaido's wish is not something we can ignore.