One of my favorite parallels between Breaking Bad and Better Call Saul is the way both narratives place Walt's and Jimmy's final moments in the presence of the people through whom they reach their final selves, and bring them to profoundly analogous, though fundamentally distinct, resolutions. Such a brilliant structural choice!
For Walt, that final self can only be reached through Jesse, his surrogate son. Jesse is given the chance to escape. He could have killed Walt, just as Walt wanted, to die by Jesse's hand, but instead he made a choice that was truly his own; for the first time in a while, he acted not as an extension of Walt's power fantasy, but as himself, and finally walked away. Despite Mike's belief that people can't truly change once they've set themselves in an 'irreversible' path, Jesse becomes the exception. Unlike so many other characters whose transformations consumed them, Jesse leaves with a new identity while reclaiming the power to decide who he would become. His decision to start over was entirely his own, and in making it, he saved his sense of self.
That's what freedom meant for Jesse.
As for Walt, he found his own version of freedom in death; especially in the victory that preceded it. He died on his own terms, finally admitting to himself why he had done it. Walter and Heisenberg had become one and the same. Both the humanity that drove him and the ego that consumed him coexisted within one complete self. There was only one man left, and his truth.
And Jesse is the final bridge between Walter White and Heisenberg.
Walter freed Jesse by wiping out the neo-Nazi gang that had imprisoned him (even though it was Heisenberg himself who had set Jesse on that path in the first place). Consequently, he also eliminated the final obstacle standing in Heisenberg's way. Walter really cared about Jesse and felt guilty for the path he had set Jesse on, which is why he wanted his "son" to kill him. And yet, it would also have been one more, one last attempt by Heisenberg to make Jesse the instrument of his own desired end. Walter ensured that his family would receive the money Heisenberg had built his empire for, using Gretchen and Elliott (the two people who wounded Walter's pride more than anyone else) as the instruments to make it happen.
Unbeknownst to Jesse, the money that helped him begin again likely came from that! The very means by which Walter secured Heisenberg's final victory and his family's inheritance became part of Jesse's liberation from it.
And the motif reappears in Better Call Saul, inverted! It ends with Jimmy and Kim, each confined within their own prison, one literal and one emotional, yet still connected to one another. Their love nurtured the very qualities that brought out the worst in both of them, and they delighted in that descent together, just as the first and the last episodes bookend their story with the two of them sharing a cigarette. Unlike Walt and Jesse, who each find their own version of freedom in the end, Jimmy and Kim arrive at the opposite (yet parallel) sort of release through one another.
Jimmy's final choice is, paradoxically, the first one he makes as himself. He relinquishes the illusion of control and performance when he abandons Saul Goodman in open court; as a result, he finally confronts his brother's death and the guilt and grief he had compartmentalized for years. He sacrifices his 'freedom' in order to reclaim his identity. Kim, in turn, confronts the emotional exile she had built around herself through guilt and self-denial. After years of trying to bury herself beneath that guilt, it is only after speaking to "Gene" (and reaching out to hear from Jimmy again) that she finally allows herself to step back into her culpable self. And so, Jimmy follows her, by stepping back into his own unmasked self.
Through that choice, she becomes the catalyst for Jimmy's reintegration, just as Chuck had once been the catalyst for his fragmentation. All that remains is the truth. They finally accept responsibility for the paths they chose, and in doing so, they meet each other again, together.