Back in Season 5, Episode 4 he told Bronn he always wanted to die in the arms of the woman he loved, and so he did. Yet in a way he did go out the way he always wanted.
Jaime may have earned redemption in some ways throughout the series, but he ultimately felt he was a creature of hate, just like his sister, and that in some ways he didn’t deserve to be happy. Once Jaime saw that all of the exits were indeed blocked and there was no escape, he spent his final moments soothing the woman he loved and holding her tight. Jaime LannisterJaime had his chance at a happy ending of sorts when he finally made love to Brienne of Tarth, but he found himself inescapably addicted to his sister Cersei, which wound up being his downfall.
