To be fair, what kind of monster would allow their spouse and child live in a ruined Earth with everyone else dead? Many would think that a worse fate than death itself.
Now, Kerry shouldn't have gotten himself into that in the first place when it was just 'my loved ones' lives versus the status quo', but once the ancient evil entity appears and offers you 'these two people or the whole fucking world'... well, could most of us even survive in a world like that anyway? So you've just saved these two people, congratulations, even if Angra changes them from homunculi with limited life spans and doesn't just spare them from immediate killing, and remember he'll always twist wishes to the worst outcomes, you've still just given them a longer agony on a hellish world where they'll be miserable for the rest of their lives.
Although by the time of the Fifth War Illya might find that kind of world actually passable. As long as she has batteries for her games.