I suppose it's better for Harrison to be raised by one killer than by two. But Hannah killed for profit, or for her own benefit in some way, and Dexter went after murderers the law didn't catch. I never quite understood Dexter's trusting Hannah.
And yes, indeed, that was a Shield ending, but with one difference. Mackey didn't choose that life for himself, but Dexter did. He made the ultimate sacrifice to protect the two remaining people he loved.