Will knows he's going to have to leave, for both their sakes. Bran is mortal, and an ordinary boy now: he made his choice, and it's forever. He doesn't think he could stand to watch Bran age and die, knowing that he never will.
He also has to leave to protect the sanity of his friends and family. He doesn’t know how far his immortality extends, but he thinks it's possible he won't age at all after a certain point, and he doesn't know where that point is. They wouldn't react well to him remaining seventeen indefinitely.
So, yes. He has to go, sooner or later. But that day has not yet come, and he wants just a little more time with Bran and the others. A little more time when they can just be happy together.
Just a little more time…