"....but that's something I can never do." Why couldn't he stay w/ them?

"Why couldn't he stay with them?"

Well, John's Terminator had the last remaining chip in its skull, so to avoid anyone else getting hold of it (scientists, amoral military brass), the Terminator thought the most sensible course of action was to be lowered into the molten steel to ensure Skynet's creation was prevented once and for all. Instead of repairing itself and remaining John's protector on the off chance that more Terminators would come from the future, the T-800 thought it was for the best to sacrifice itself. A futile gesture as it turned out.

And his face was already messed up how he suppose to hide he is a robot

You misunderstood the line. He says,"I know now why you cry. But it's something I could never do." As in he is a machine so he can't cry. Also it is just as well he dies since because of the injuries on his face he can't look human anymore.

Green Goblin is great! https://www.youtube.com/watch?v=t1L4ZuaVvaw