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.
Vic wanted a blaze of glory. What he got was purgatory. Which for him, was hell.