Headwriter Vince Gilligan confirmed something about the finale that he thought ended up being more ambiguous than he intended...
He's a drug addict who knows everything about their operation. I don't think they trust he'll keep his mouth shut. He could go to the DEA (as Jesse himself suggested to Walt) and get immunity.
Gale is dead, Jesse killed him.
As for them hunting down Jesse, that seemed forced and overblown. Why go after him with such fervor when all he did was stir up some crap with some street thugs?
He's a drug addict who knows everything about their operation. I don't think they trust he'll keep his mouth shut. He could go to the DEA (as Jesse himself suggested to Walt) and get immunity.