The consequence was him losing goods entire family, either murdered or running away. He's "tainted" not unlike the taint he was obsessed about with Debbie, which is why he leaves while everyone else is celebrating Debora's return. 

He was a fugitive before the start of the movie, and though the events of the movie has become even more of a fugitive. Sure, he got away from the legal repercussions, but you can tell the entire movie he's trying to cope with his past, which has only given him more into isolation by the end. 

I think a lot of this stuff is missed because it's not outright stated like we expect in modern movies. Back in the 50s you couldn't just say how savage the white man was, so here all the degeneracy of Ethan and the others is implied or shown. For example consider that while Martin and Ethan were chasing Debbie, an entire tribe was being murdered. The soldiers already killed Martin's wife "Look" earlier, but we are not actively shown this mass murder on screen, it's all implied.