In these types of drama, i sometimes prefer an ambiguous ending. It gives food for thought instead of immediately thinking, "Well, that's that, then" and making a brew. There is no need to always cross all the t's and dot all the i's.
I suppose had it ended with an helicopter shot of the woodland scene, as the credits rolled, some of you would have been more accepting.
And douglas9403's comment at 2303 may have been said in jest, but you wouldn't put it past the powers that be to have Jamie Dorman's character live and go on to be a profiler - maybe even in an Hannibalesque way from a secure prison. Bet they're writing such a script even as we ponder.