A better finale would have been if Jesse killed Walt.
This one was playing it safe in almost every way, and in doing so made the finale merely ok rather than great.
Jesse's not a killer. He's a drug dealer who made some bad choices in his life. Do you really think having him shoot a dying man as an act of justified revenge ends Jesse's character?
No, when we see him last, he's finally free from the chains that bound him, at least for now. That's as good an ending as anyone could hope for given the circumstances.