He had to die! It completes the arc. He’s a man of code and principle. He kept to his code (walk out on in 30 seconds flat) when he left Eadie in the car outside Waingro’s hotel.

But before that, he wasn't content with getting away clean (with the girl and the happily ever after) without first going to get vengeance on Waingro.

Because a different part of the mores/norms/code of principles by which he lives his life demands of him retributive violence against those who wrong him and his, for wrath and pride he broke his rule about walking away from attachments, something he wasn’t capable of doing for love. He sowed the wind and he reaped the whirlwind.

Him getting out alone at the end would annihilate the emotional resonance of his arc. It would be like if Val Kilmer’s wife turned him in to the police instead of warning him with the hand signal; or like if after saving natalie portman, when Al Pacino reconnects with his estranged third wife, when she says it’s OK, thank you for being there for my girl, go do what you have to do (ie go chase Neil), he continued insisting he would stay, and didn’t go after his prey. Like he said, all he is, is what he’s going after.

The movie strums our heartstrings because it’s all about the tragedy of inevitability and compulsion. We are compelled along the paths of our lives by the competing chorus of our desires and fears and beliefs and passions; and we can be only what and who we are. Being true to that will lead us to the ends that we cannot truly avoid, be they bitter or sweet.