No, I don't think he did anything out of character. In fact, he didn't do anything at all - they couldn't save her, she paid for what she did and he had to stay with her anyway because, after all, she was a murderer and he couldn't leave her alone as long as she was alive and not in police custody.
I agree that he felt for her but I believe that was in character, too. This was not the first time he (or other team members) sympathized with an unsub.
As for the fact that he published the list she gave him... well, I don't think he did it for her even though he let her die believeing it. He did it because he is the person that he is. And he is very honest and hates politics. The fact that from the very start he was pressured to keep the things quiet and under the table, that he was choosen to take the case for that very reason was clearly making him angry all through the episode. So he did what he always had - the right thing. And I believe that he'd see exposing men who held out on their wifes and kids while having that much money as the right thing to do.
So no, I don't see anything OOC about his actions. :)