I think that Rudy wants to prove to Liesel and the rest of the world that he isn’t the same snarky little brat that he was when he tried to be Jesse Owens. That’s the main thing a bunch of people in town know him by, and that’s not a very good reputation to build, especially in Nazi Germany. On the topic of the future of Liesel and Rudy, they have none. Rudy will die, it’s as simple as that, and Liesel won’t be able to stop Death from taking his Lemon-Haired soul. I think it will be a heartwrenching moment, but that just shows how awful Nazi Germany actually was for the people who had to be there.