He has to. I was quite surprised the first time I saw it; just watched it tonight, waiting, waiting, waiting for when the shot would ring out, then it does, and i still jumped. The silence is deafening. But, to me it makes sense why he has to die. All he wanted was for his older son, Michael, to not be like him (he says that at one point, which is why he was more distant from Michael); upon realizing that Michael is unable to kill Jude Law's character, he knows he's succeeded. He can die a happy man, so to speak (plus b/c he avenged his wife and other son's deaths and pretty much crippled the Irish mafia, esp. the Rooney family).
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