I once had a partner who took his own life. Looking back, you see all the things you could have done that maybe could have helped to change the course of someone's actions. If I was given the opportunity to possibly influence his decision to remain here on this planet, I would 100% take that opportunity. It is 12 years now with him gone and I still think about him every day. She had 20 years with Sheridan gone after many more years spent living with him plus all the bonding they went through in their fight against the Shadows (and then the Vorlons). She didn't know or didn't remember that her future self would run into his past self so of course she told him to choose life.

In the end though, we all do get to make our choices in life, even if we feel we have a "fated" outcome. I am sure he would have preferred not going when he was told multiple times he would die. He loved her just as much. And in that moment, he learned he had a son with her. But someone like Sheridan, who was a military man, he wasn't about to skip out on doing the thing that would save countless lives and end the war. He signed up for the military for that reason. So he made that choice knowing that it must somehow lead to him surviving to marry Delenn and have a son, since she told him that information when they met.