The solution to Brenda's problem is a cheat. She deliberately let the killer with immunity out of the car in a place where she knew he was in danger. Gabriel suggested they hang around for a while to prevent another murder, but she declined. It was a neat solution to a knotty problem (the killer should never have been given immunity), but it was still vigilante justice, even if carried out by a cop. But Brenda is off the hook because someone else did something worse than she did? The hit was ordered? How convenient.
That "solution" reminds me of another similar one. Remember Spenser for Hire, based on Robert Parker's books? In one episode, Spenser's girlfriend Susan is working on her Ph.D. and her thesis advisor lets her know that if she doesn't sleep with him, he'll never approve her dissertation. What to do? If she goes to a dean with a charge of sexual harassment, it'll be a case of she says/he says. Unprovable. So Spenser investigates the man and oh wow gosh guess what -- the advisor has committed a murder. So Spenser nails him for murder and Susan's problem melts away. How convenient.
I guess the moral of that episode is that when a woman is propositioned by a man in a position to do her harm, she should make sure he has committed some crime in the past. But both shows sidestep the real problem, Spenser moreso than The Closer, since the city of L.A. has to pay a $1 million settlement (an admission of wrongdoing). And both bring in a brand new element to make a solution possible -- the advisor's act of murder and the former gang member who ordered the hit. Deus ex machina.