Reminder of the details for those of you who have a hazy memory of the finale. ICE looked at Vic Mackey's resume including many charges, complaints and allegations of excessive force, and that he was a prime suspect in multiple murder investigations, and said "Yes please! Have full immunity!"
Good thing nothing like that would ever happen in real life.
Haven't watched it in a while but I seem to remember I liked the ending. He thinks he's outmanoeuvred everyone avoiding jail and a reckoning for his crimes.
However my take on it ending is that he's now stuck in a dead end desk job with no action and he's completely cut out of everything else. So a slow death of a thousand cuts thing that he would hate more than a final reckoning.
Yeah, it was exactly this. He wanted to be the big action hero, so to him, rotting behind a desk on a short leash would be the worst possible ending. Even in prison he could play out his power fantasy, even on a small scale. Here, he's finished.