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Well if John Proctor wasn't hung and confessed and went on to living a "normal" life then what would have been the point of the play? It ties in the meaning of the play...the irony and stuff. Well this is my opinion.
I think it's meant to portray a strong idea.The Crucible ends with Procter freeing himself by choosing death over lying to save himself, which is a true display of his character. It is meant to show how in times of trouble, a person's true elements and personal values are brought to light and all concealments are stripped away. Notice that throughout the play Procter never has a moment of peace. However, it is only at the end whereby "he have his goodness".
It also shows us the extent of Procter's guilt, which led him to find the only way of redeeming himself - dying - acceptable.
The idea is that sometimes, you need a hard a pressing time, or you need to go through a "crucible", in order to find your true character, inner values and even, ironically, find your peace.
In the end, I think that the ending to Miller's work helps to underscore some of his fundamental beliefs about human beings' relationship to the political structures in which they live. Miller is highly aware of both the context of Salem as well as Nazi Germany and McCarthyism. He understands that it might not be entirely realistic to depict a situation in which human action brings about unilateral and absolute change towards a political structure. For Miller, it is important for individuals to take action in the name of their own "names." This is why Proctor decides to act in the manner he does. He recognizes that his death will not necessarily end the persecution, but it will be a "shred of goodness" in a world devoid of it. In this, Miller is asserting that the institutional machine of politics might be difficult to stop, but individuals do have action and autonomy to act in their own names to stop the suffering of others. Even though little might change with their own actions, they do not have to be instruments of an oppressive political regime. Rather, they can activate their own voice for its own intrinsic value and for their own "names." Proctor becomes an example of how individuals can find redemption in acting in concert with their own sense of truth and justice, even if the social or political order fails to do so.
This has to be a tragedy in order to be a truly effective artistic statement, I think. The comment of The Crucible is one of the dangers of mob mentality, the power of lies to win out over the truth and the politics of fear. These notions can only be seen clearly in their most dangerous modes if the (nearly) innocent and good, honest character dies in the end.
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