He doesn't show it much but Kai is afraid of dying. He's seen his friends die and come back, but he's scared that if that ever happens to him, he won't. What he's really afraid of is dying alone; without his friends there with him. To Kai, the don't have to die with him, he just wants to at least see Nya one last time and hope she has a good rest of her life.
The only person he's told- on total accident- was Zane.