Well, that was probably the most depressing final sequence I can remember in a film (especially one so devoted to realism, or at least its brand of plausibility.)
Everything leading up to those final few minutes was perfectly executed. I honestly struggle with complaints: Nicholson's commitment and arcing transformation from a dollar-a-day-guy to a missionary committed to his cause; the relentless heat seeping through the screen; "She's my daughter! She's my sister! She's my daughter! She's my sister!"; a plot grounded in the kind of public policy intrigue all too rife in the era (and many others) and later aped by, well, an entire score of films.
And then you're shot in the face with the final few minutes. I don't mean this as a complaint — I think the ending perfectly fits the film and it's universe. But is hard to think about anything but the ending, isn't it? There's no bittersweet: just bitter. The good guys lose and the bad guys win. That's the message of the film, and it's a message Nicholson's character has known far too long, and the magic trick of the film is that it lets you briefly forget for exactly the same window of time that he does.