He has scored so many times from unlikely positions when the better option appeared to be to pass to a better-placed team mate, how are we supposed to know what the better option is?
Need to remember things are not always as straightforward as they may seem. So often when a player attempts to set up someone who is much better placed, something goes wrong. The pass gets intercepted, is misplaced or the receiver with only the goalie to beat shoots wide, straight at the keeper or brings out a blinding save from him. Not to mention the occasions when a defender appears from nowhere to clear off the line.
Whereas Kane's tendency to shoot rather than pass often carries the element of surprise. How often have we said he had no right to shoot from there, only to see the ball hit the back of the net?
Besides, despite his selfishness he does also attempt to set a team mate up often enough, especially Dele with whom he seems to have a telepathic understanding at times.
All in all I'd much rather he erred on the side of selfishness when he thinks he has even half a chance of scoring, and that's almost regardless of how many times he might have put someone through instead. Scoring goals is his job. Ask him to change and you run the risk of losing what you've got, the most prolific striker we've had since Jimmy Greaves.