He is very upset and in emotional turmoil.He just realized he was brainwashed and killed one of his own during the war.The medal he got was worthless because he wasnt a hero like he and the public was led to believe.He killed an innocent man and the woman that he has loved sense he was a kid.And this was all done to him by his mother.. for a political position he wasnt sure he even wanted or was conditioned to want.
Besides even if the plot failed and they arrested the bigwigs involved who knows what else could trigger something with his brainwashing.He just did the honorable thing.
"I think I liked it better when I thought Sylar ate brains." -Warriorrenegade

Then why does he need to die?
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Shaw isn't under hypnosis during the ending of the film. It would seem that his 'handlers' either don't realise just what he knows or how mentally unstable he's become.
With the only woman he's ever loved dead by his own hands, and the realisation he's become nothing more than a puppet, he decides the only course of action he can take is to try and 'confuse' Marcos brainwashing.
Between his reaffirming of his friendship with Marco, and purposefully messing up his stage directions, he manages to tap into Marco just enough for him to take the shot.

Yes Darlene and Marco touched it with his love of his troops and even said that he and Shaw were connected. So as I mentioned elsewhere, the theme "Love Conquers All" is activated. Or Love trumps Evil. Good over Bad.
An independent mind is difficult to enslave.

In the DVD commentary, the director explained that, No matter how hard they try to control you, there is that little part of the human spirit that can not be defeatedAs much as Eleanor tries to control Raymond, there is a part of him that she cant get to, that she cant touch.

What I can't understand is why Shaw's Secret Service guy left the weapon for Marco in that vent. Was he under Manchurian's control, or did that FBI team convince him to go along with Marco's plan to kill Shaw?

In the scene at the school/polling station Shaw and Marco meet and talk. Shaw has by now uderstood that his mother is manipulating him and when she calls and the cellphone is passed from Shaw to Marco, she opens with by saying the pharses that will activate the brainwashing (is that Marco, Ben Marco, Ben Ezechial Marco? In the original book the key was to invite the subject to play solitaire until the Queen of Spades appeared)
However, as Marco is no longer under the "spell" he consciously hears the instructions to kill the newly elected president and "miss" Shaw.
Then he and Shaw decide that Shaw will either kill his mother instead of the President or even commit homicide/suicide from remorse by letting Marco fire the weapon when he has himself and his mother in the path of the bullet. Shaw does not take up the position he should because when the shot does not come as planned his mother would be alerted.
She believes something has gone amiss but not what; no matter, the President can be killed later and so she begins to celebrate the election win and Shaw can get her close to the firing line (she would not have stepped so close unless she believed the treat had passed.
That is my take on it.
In the book it is more explicit because Marco is first programmed "correctly" then re-programmed to take out the mother (I do not today recall exactly how this takes place but it uses the solitaire routine)

I think that when two member are involve in a mission the brainwach dont work that well
In the beginning Denzel character was perfectly brainwach until he meet the other guy
Same thing probably happen to Shaw when they spent more and more time together the brain wach was clearing and the truth was clear
Not enought to be free but enought to get few sec of clarity and for denzel to shoot shaw and his mother and for shaw to stand in the way

You sure ?
He had his cross-hairs on the President-elect a few times. After the shooting, he did attempt to kill himself like he was ordered to.
"My future is dead just like me" - Beyond the Grave aka Brandon Heat

Denzel (Marco) wasn't hypnotized because he removed the chip out of his shoulder. He was just playing along so that he could actually kill Shaw and his mother.
Liev Schreiber (Shaw) on the other hand was still in puppet mode from the time his mom activated him to kill Jon Voight and his daughter. Yes Marco bit the chip out of his shoulder, but before this happened the Manchurian doctor implanted an improved on deep into his brain (this was during the first hotel scene).