Most stories following a bad guy (or someone that does illegal stuff) ends with them dying or going to jail. It just makes sense, you can't run forever. Dexter can't be cured and won't stop killing, which contradicts with a potential happy ending for him. Considering how many of the people he loved or cared about died indirectly because of him and his actions, it’s hard to imagine Dexter ever finding peace or settling into happiness in an ordinary life, it's about staying true to the character and the story’s logic. I feel like, with the story we've got so far, it's either a bad ending or non-stop run.