There's one spiritual mindset (I don't think it has a name -- loosely based on New Age-y stuff at the very least) that speaks of everyone on Earth having a purpose. Some people have purposes like raising children, taking care of the elderly, influencing people through their political/pop culture fame, etc. Other people, and Dylan would be a part of this group, have a purpose that makes them commit to something horrible for the betterment of humanity. Events like Columbine are catalysts for something bigger in this regard: an event that impacts an entire generation and transforms the world around it for both better and worse. The souls of those involved in committing this sort of act are 'safe' from an awful afterlife for as long as they keep exactly to the letter of their agreement in such. (In other words, the minute they kill more than was agreed on or change anything else about the event.. they're in deep trouble.) Some actually say that the souls prepared to do such a thing in the first place are old souls who've been around a long time and whose good acts in the past counterbalance their heinous act of this one lifetime. It's not to say that the soul itself won't struggle with it, but the afterlife for these souls will be as good as it is for any one of us just living their lives in peace.
Maybe Dylan justified what he was about to do in the same way. Maybe he did feel like this was his purpose in life and that he would simply transition into the afterlife without suffering greatly. Perhaps it was also so that he was in enough deep agony that he was unable to see how this agony could possibly become worse in the afterlife. Perhaps he believed that all of what he had done would be washed away the minute he entered the realm he so longed to see (again?). I suspect that Dylan felt so out of place on this Earth that he created a new 'home' for himself in whatever would come for him after death, and that this home would be happier and more loving than anything he'd experienced down here. Perhaps it was an illusion, who knows, but it was one that gave him great comfort. We mustn't also discount the 'godlike' self he fashioned for himself in this matter. The god among mortals was leaving this planet after teaching the lowly humans a painful lesson. Nothing can touch a god, right? The normal rules don't apply to them. If he believed this, then I would definitely say that the delusions accompanying his mental illness had a stronger hold on him than any amount of spiritual logic did.