The thing is, his position had become very precarious the moment he let the seriously ill Kerstin out of the basement. There were already serious doubts as to the existence of some cult and he'd likely be discovered anyway. In fact, it's a miracle his shabby story survived as long as it did. The wisest thing was to just let Kerstin die or maybe recover spontaneously and dump her body somewhere later if she doesn't recover.
But Fritzl didn't do that, and that shows he had humanity in him and wasn't quite the monster the media portray him to be.