It doesn't really matter to him that his body is still among some rocks on a Tselinoyarsk riverbank. Would a proper burial be nice? Certainly. He'd like to have been interred beside Joy despite the political impossibility. But just because he escaped the fate of the other Cobras, his bomb implant never going off, doesn't mean he wasn't fully accepting of that fate. He knew from the moment that implant was installed there would never be anything of him to bury. That's just how the Cobras were. Couldn't leave anything behind, even themselves.
In the end he was wrong about that fate. His skeleton is still slumped up against those rocks where the water spat him out. But his thoughts haven't changed. The body is merely a vessel. It's the spirit inhabiting it that's truly you. Add that to the fact that he is entirely desensitized to morbid and gory things and thus it's no issue to him in the end. He is still around. The vessel served well for the time he had it.
But there is still some level of attachment to it. He does sometimes sit by its simulacrum in his river for comfort. He does still consider it, the real version too, his. But like all possessions it was something to let go of once its purpose was finished.
Would he like to actually be buried? If given the chance then yes. Even if right there on the shore. It's a sign of respect for the dead. But it's not something that really matters much to him in the end. Particularly the longer he's away from Tselinoyarsk with no reason to return.