Hmmm, you got yourself stuck with the dishonorable discharge. Otherwise he could've taken on the job of double spy (the war had to end eventually) since he's probably become the right-hand man for either Ulfric or Tullius. He could always think death would be too easy on himself, and instead of killing himself do everything in his power to help the Thalmor's goals from the shadows, as redemption. And without ever allowing himself to return to the Thalmor, unless he ever manages to somehow conquer all of Tamriel and thus win the whole war for the Thalmor by himself.

Or, he could just go completely mad from guilt, self-hatred and the desperate need for forgiveness which will never come, as he very well knows.