Kenny is simply trying to protect his family at all costs, and that's the way I've chosen to play Lee in regards to Clem. Ultimately, I think maybe that Kenny will die sooner or later, and I'm currently left unsure of the seriousness of his wound with Chapter 2 of the game. This raises a scenario similar to that of Jim in TWD TV series' season 1.
I'd hate to see Lee and Clem perish in any way, although I know that no one is safe in TWD universe. Maybe a trick ending of Lee and Clem finally appearing to make it to save haven, only to see a camera pan to a waiting walker and the final frame being a freeze/look of horror on our heroes' faces.
I have to side with those of you who think Kenny will not make it to the final
final credits.