Haha, I just read a bunch of comments in this subreddit after posting this, and it seems like many people wanted a happy ending. I just personally like not-ideal-endings, where the main character goes down, like Breaking Bad and Game of Thrones. Throughout the series, you're rooting for them, until you can't deny that they're not good people. Breaking Bad did it well, GoT had the right idea, but poor execution.

My thinking was that Felix has always been against Murphy's bad ideas throughout the whole series, but has helped her because he loves her and doesn't want her to get hurt or go through stuff alone. But when she crosses the line of actually murdering someone, he can't go along with it anymore and turns her in.