In the end, Jimmy would rather live locked up but by gaining her love and respect, than as a free man with no anchors in this world keeping him going. He boards his time machine and goes back to those fateful shared cigarettes against the HHM parking garage wall, fulfilling the potential of the man she fell in love with years ago. No more gaslighting, just the true Jimmy McGill and Kim Wexler. He points his finger guns, but this time, she doesn't point them back. She walks away and becomes who she is meant to be in this world. And that gives him more peace and comfort than a life of hiding ever could have. Its his cross to bear now.

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