Surely Albert has found the philosophers stone, life everlasting, what everyone on Earth wants, and what Christianity claims it can deliver. How he chooses to spend eternity is up to him.
Maybe for him, he's in heaven. Do people get bored in heaven?
Death lets him stay because Death needs company. Death has taken on some human traits, one being, he doesn't want to be alone. Same reason for the Death of rats. Same reason he adopted Ysabelle, hired Mort and loves his grand-daughter Susan.