During his first night in Cecil's apartment, Bob couldn't sleep. Maybe he was so accustomed to the sounds of prison riots and snoring cellmates that having proper peace and quiet just felt eerie and unnatural. Or maybe it was Bob's troubled conscience. In Shakespeare's plays, those with troubled consciences often found themselves unable to sleep. Brutus from Julius Caesar came to mind, as did Macbeth, and the Duke of Clarence from Richard III.
Bob did have a lot that weighed on his conscience. He couldn't help but think of The Picture of Dorian Gray, and how Dorian retained his youth and beauty after years of indulging in awful things, but how the evidence of his vices and misdeeds accumulated on the titular picture over the course of nearly two decades.
Bob sometimes compared Krusty with Dorian, because Krusty did have a great deal of vices, and a tendency to corrupt those around him, including Bob. Still, Bob knew he couldn't blame everything on Krusty. Bob may not have had blood on his hands, as Dorian and his portrait did, but he'd come close, and he was tired of the emptiness that came with a life of villainy.
Bob wanted to be a better man, and he would be. And unlike Dorian Gray, who only made a half-assed attempt to improve himself in an attempt to clear his conscience, Bob would actually make the effort to become a new man, even if it killed him.