Many fans wanted Jaime to fulfill the book's valonqar prophecy that said Cersei would die at the hands of a "little brother." But that part of the prophecy was purposely left out of the show. It seems the showrunners wanted to give Cersei and Jaime a romantic ending (or as much of one as you can have when you're committing twincest and you die via building collapse). They didn't want Jaime to kill his one true love, even if that one true love was his often callous, conniving sister. In a way, he contributed to her death because he led her down into the Red Keep where she would eventually be crushed by rubble. But valonqar prophecy fulfillment? That's not where the show went with things. Like it or not, the Lannister twins are dead for good and wherever their souls are, they ended it all together.