There is no point in physically playing in KHL for him at this stage, I think.
He's a superstar in Russia as it is. Many ppl (including high profile) are looking for news if he scored or not every morning. What else he can do?
KHL ice is bigger and it will be hard for him. 1 game for retirement purposes will be enough. Full season? For what? I have my doubts. If he will play 1-2 more seasons and retire closer to 1000 (or even beat it - sounds f.n crazy tbh) - everyone in Dynamo will be happy. I mean, 1000, think about it. It kinda looks unreal even more than 895 looked.
He has a big hockey school complex being constructed in Moscow right now, as far as I understand it will be soon ready. So lots of things to be busy with in Moscow after retirement and without playing for Dynamo.
PS: Last, but no the least, his sons. That's a big factor too I guess. It makes it worth to score again and again.