Well, I think he actually lived the consequences of his actions. Watch Ozymandias again. He loses everything, absolutely everything because of his ego and his evil deeds. He was a monster that didn't got a happy ending.
At that final episode we aren't seeing Walter or Heisenberg, but a merge of both, a person that loves to cook meth and the self-realization that comes with it and, ultimately, a family man. Everything he does in Felina is to ensure that his family receives a little of what he intended to give them using Heisenberg methods all around, which is not commendable. Take Jesse for example. At first he is out to get revenge on him for making his recipe for the neo-nazis. When he realizes that Jesse has been the victim, not only that time but a victim of his all along, he decides to save him. In the end, he even realized that he didn't do it for his family, it was him, and him along. So he dies alone. He goes out knowing all of this, the only consolation is that meth lab that reminded him the only "happiness" he had was cooking meth. Coming to full circle to the promise that doctor made in the first episode. Walter had to die.
Besides, how would he "running drugs from prison" would be enough penitence for him to carry?