Lee Scoresby liked to be free to do whatever he pleased. He didn't much appreciate being roped into doing something he didn't want to. What he really wanted was to be free, that's all. If he was free, he didn't need anything else, not his balloon or even gold. Just Hester, and maybe a chance to talk to Iorek now and again.
The land of the dead was horrible for him; it was horrible for everyone. Not a soul who had gone there in all the thousands of years it had existed had found a single redeeming quality about it. But Lee felt oppressed, outraged that he didn't have a say in anything there. He missed his dear Hester more than anything, and he couldn't do a thing to get her back. He couldn't fight back, to fight you needed to have your heart in it, and Hester was gone. The Church's idea of heaven and hell rather appealed to him now, with that you could choose. Be a sinner or be good, at least you could decide for yourself.
Then Lyra, such an extraordinary little girl she was still, came and opened a doorway out. Lee wanted so much to just let himself go and become part of everything, wanted to find Hester and be whole again, but he had to help Lyra first. That girl had done so much for everyone who had ever lived, everyone who ever would live. She deserved a little of his help. And Grumman's son was with her too, and surely he owed it to the man to help his son.
So he managed to hold himself together, and went to fight the Specters. And then Lyra and Will disappeared into another world, and Lee Scoresby let himself drift apart until he was just a cloud of atoms, floated upwards to meet the atoms that had been Hester. No one would ever stop him from doing what he wanted, ever again. He was free.
If I was Philip Pullman I would write a lot better, blah blah blah.