[FabHK]

Going to 36000 feet was taking a massive risk.

I don’t think we have enough information yet to establish whether excessive weight was a factor.

[dotancohen]

Also, in a plane that cannot dump such as the 737, to burn off fuel one would prefer to stay in the thicker lower part of the troposphere. Going to altitude not only risks decompression, but it actually preserves the remaining fuel due to lower drag.

That is not a maneuver a pilot with a known-damaged aircraft would make to burn off fuel.

[extrapickles]

On the other hand being higher buys you more time to correct for problems when they occur.

[FabHK]

It buys you more time when the engines fail and you turn into a glider. If structural failure occurs, it just takes you longer to fall to the ground.

[MertsA]

Not really. If there was a decompression the very first thing that the pilot would do is immediately descend to 10,000 feet. The aircraft is one giant pressure vessel with wings strapped to the sides. Taking that up into thin atmosphere when it might be compromised is a bad idea.