I agree with you, I was hurting and furious at first, but I saw it two weeks ago and even after only a little while I found it so much more HONEST, that rarest of all things, of have him there alone, after being fucked around so strangely by the powers that are the FBI and TPTB especially. The very callousness that made them mentally pressure him and then leave him to die alone makes every happy ending a lie, and there is nothing more unpalatable to me. Why they needed him was a bit of a stretch to me, considering that he was "such a loser" and a crook to boot, what with their super technology and brains, but due to the script without him they'd all be dead - and canon SGA would not be in trouble, as I outlined in my post - what I keep saying so boringly and repetitiously is that those suits realistically wouldn't care, that worried "John, don't go in there" was not just too late but also fanservice rather than IC for that Rodney. It wasn't weird that the FBI did not care for a crooked worthless ex-cop ... I'm just personally miffed that he won't be left in peace! Of course they will come to clean up the Wraith-y mess so they will find him, something I actually refused to consider once I accepted the ending.
Also, why would he be happier if he survived? What would have changed? He's not dumb, he'd find out that countless other universes are now doomed, and he's out of a job, deep in debt, also will be found out to have embezzled the money - only in fiction would that small difference he made change his life and wipe out Afghanistan, only in fiction would that sort of person he was portrayed at become an FBI member or even go on space missions for just such a small thing as driving his bugged car to the right spot.