That's called stubborn idiocy, if he had admitted his defeat he could have done something for the Sith e.g. what Freedon Nadd did, impart his knowledge to a worthy successor. But he was too absorbed in his lust personal power to see the bigger picture. That's why he failed in life and that's why he failed in death - Bane would not have been impressed. Bane being a real Sith Lord, he realised is own existence was merely a component in a greater design, as such he actually achieved something. What did Kun achieve? Nada.
But he never admitted he was wrong, he never yield for defeat, that's what makes him a great Sith, Malak failed horribly.