A person can be in love with a person without it being sexual love. And this is what Hannibal and Will's relationship was. Non-sexual love. Although, i would argue that the love was more one sided. Hannibal loved, or was obsessed, with Will. Will had enough sense, and enough fear, that his ability to completely empathize with somebody would take him down some dark paths. And that did happen. He walked too close to the edge in season 2 that it left him confused in season 3. And this ending showed Will taking some pleasure in kill the Dragon with Hannibal. It was "beautiful." He realizes that, and his one last act of redemption is to kill Hannibal by committing suicide. Either turn into the monster that Hannibal wanted me too or end it all, taking an off-guard with him.