That doesn't mean he didn't put an end to his misery by shootin him in the head from behind... he's a madman afterall...
[Risks of spoiling...]
I have to put a theory of mine about the James/Maria relation.
Someone's been saying that James is supposed to leave the town with her but that then he realises that she is nothing but his own view of Mary.
Considering the overall theory that Silent Hill is a place where your fears, memories and feelings become material, we can understand easilly that Maria is a creation of James's wicked mind. But we have to notice that she is the character that has the biggest amount of symbols around her.
Come to think of it : When James first meets Maria (in the park), she is surrounded by fog (which is a symbol of hallucination and/or memory), which supports the fact that she is not real, even if she seems real at this point.
Then we can notice the symbol of her double killing and the fact that she gets mad at James (and her "amnesia"). This is (from my POV) a symbol of James's brainstorm between his willing to forget Mary's death and his eternal love to her (and obviously a metaphore of his own sin). The fact that Maria resurrects and forgets about the scene where she got stabbed represents , for me, the fact that James wants to retrieve his wife and his desire of being forgiven by her.
Last point (Hurray !! ^^ lol) : We know that James first wanted to escape with Maria (didn't he promised her ? ). But as he realises that she is his own representation of Mary, he realises that this is gonna be impossible... Then it explains (IMO) why she is stuck in the labyrinth's jail (the labyrinth symbolysing for me the fact that James is getting a huge mind struggle to understand why he is stuck in such a hell). This Jail then seems to be the symbol of Maria's unbreakable link to Silent Hill and the fact James is coming completely realize that she is just a mirrored image he made of Mary...
Phewww... Finally reached it ! . Now I'm gonna go thinking about my overall theory that the town creates images of the characters' subconscious and I hope this sounds satisfying to you...
Next one will be more nerdy, lol!