There was really no point in killing Kefka because the planet was already dying from the statues messing it up. It wasn't like Kefka was intent on destroying everything when he moved the statues. Kefka was just speeding up the process with his light of judgement. Personnaly I think the chracters just needed someone to blame so they used Kefka and said it was his fault. At the end of the game they were flying around celebrating in the airship but did you notice they flew on the same green patch of ground over and over. This means even though he is dead everything is still unchanged.