The thing is, Dexter DIDN'T really get punished. Debra died, yeah, but only after Dexter had already made the decision to leave her behind and have a life without her, and only after she was conveniently able to tell him that he wasn't remotely to blame for anything that caused her death or any of the bad things that screwed her life up (which in truth he totally WAS to blame for) in order to absolve him from having to feel bad about her passing beyond blaming it on Saxon. And he goes into exile, not because he's forced to or because Hannah and Harrison don't want him, but because he makes the decision to do so on his own terms, because everything in that stupid show always had to work out in a way that suits Dexter. Now Harrison gets a new mommy (never mind he has to grow up without a father, because he conveniently told Dexter how he loves Hannah now so it's okay if he has to live with an on-the-run serial killer in a foreign country), and Dexter doesn't have to worry about palming the kid off on Jamie every 5 minutes. Now he can kill with impunity/brood/whatever for as long as he chooses, while still being free to go to Argentina and find his loved ones whenever he feels like it.
And let's not forget the worst part: that he manages to blatantly get away with one more killing at Miami Metro before escaping the city scot-free, never having to answer for his multitude of crimes and never being exposed as a serial killer. Imagine for a moment a Breaking Bad finale where Walter White got away with his money having never been exposed as a meth kingpin. If it ended with Skyler accepting that he did everything for his family, and happily using their meth millions to buy a luxury villa in South America somewhere, and she takes the family down there to wait for Walt. And Walt - fully cured of cancer so he can live indefinitely - manages to conveniently off any bad guys in his way while keeping his secret intact and leaving Hank at the DEA none the wiser, but then decides he'd rather not join his family, but instead do some penance up in Alaska or wherever instead, just to show what an awesome guy he is for feeling bad about the terrible thing he got away with that everyone keeps telling him he shouldn't feel bad about. Would you have felt cheated? Well, yeah...