Rick C-137’s backstory in the Rick and Morty season 5 finale shows him returning to a dimension where Beth was abandoned by her actual father—but why didn’t Rick find a dimension where his wife Diane was still alive? The season finale finally explains Rick’s full origins and backstory, validating some fan theories and confirming Rick’s season 3 backstory lie. But not all of Rick’s decisions after losing Beth and Diane to killer Rick were thoroughly explained; for instance, Rick’s decision against moving to a dimension where Diane is still alive, even though he clearly suffered greatly after losing her.
After his family is killed, Rick goes on a vicious vengeance quest to find the murderer Rick. He creates his own portal gun, finds a way to create a genetic ID for the killer, and starts hunting down Ricks he thinks might be the one responsible—albeit to no avail. Rick kills hundreds or thousands of other Ricks, thus uniting the other Ricks against him. He evades them, killing countless more in the process until they reach a sort of peace treaty that eventually leads to the creation of the Citadel of Ricks (and the Central Finite Curve). But Rick stops caring about both his vengeance quest and his creations, so he finds a dimension where Beth was abandoned by Rick and moves in with her family.
Rick never returns to a dimension where Diane is alive for a variety of reasons. At first, after losing his family, Rick becomes obsessed with revenge. Making it his primary goal to find and kill his family’s killer, he removes the universes where the killer Rick wouldn’t be – these are the universes with Diane in them. Later, as he repeatedly fails to find the killer, Rick C-137 becomes jaded, depressed, and nihilistic. He doesn’t care what happens next, so he is in no fit state to be a family man again. At last, Rick joins another Beth and her family, but never Diane – arguably, the memory of losing his wife is buried deep within Rick’s mind and it would be too painful for him to revisit it, even by returning to her. He would always know it’s not C-137 Diane.
Rick is not completely at peace with living with a different family. In season 5 episode 8 “Rickternal Friendshine of the Spotless Mort,” Rick meets a younger version of himself in Birdperson’s mind. When he mentions his grandson Morty, young Rick comments, “You’re one of those creeps who moves in with abandoned adult Beths? You live with a version of our dead daughter.” Rick C-137 clearly has not forgotten about the death of his wife and daughter, and he is aware that the Beth he lives with is just a substitute—which also might explain why he doesn’t want to know if Space Beth is the real Beth or not. Rick might find it even harder to live with his wife’s substitute than just his adult daughter’s.
Rick and Morty season 6 is bound to further explore Rick’s backstory, especially the creation of the Central Finite Curve, the subset of dimensions in which Rick is the smartest person in the universe. Since Evil Morty scans Rick’s brain to understand how to break the Central Finite Curve, it’s implied that he is its creator. It’s possible Rick created the Curve in order to narrow down the places where the killer Rick could be hiding. Developing on this story would also explain more clearly why and when Rick decided to abandon any dreams of returning to another version of his wife.