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If you're one to believe in standard American story tropes, then the Jennings have to die. They've killed so many innocent people the only just way to end the series is for them to end up dead or in jail. Paige gets a pass, maybe she turns herself in or becomes a witness, Henry is so insignificant I don't think anyone - including the writes - care what happens to him; if he even gets a mention in the finale it's too much.
Stan needs to get some closure - the death of his partner(s?), the betrayal of his "best friend", etc. Maybe he gets to make the arrest, or the kill, or something. Oleg probably gets the opportunity to choose freedom but won't given his loyalty.
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