Lennie, by this stage, has shown that he cannot understand consequences. Even upon seeing the same consequences multiple times, he continues to act again and again. As proof, notice that multiple animals, and now a human, has died at his hand due to the fact that he cannot comprehend his own strength; he repeated the action multiple times. So, it's not for fear of consequences that he hides, at least not in the social sense. Also, notice at the very beggining of the book, that he seems unphased about what happened in Weede. There is not comprehension of consequence. However, notice that suddenly it seems that he fears consequence and has quite well understood what he has done: not necessarily. Lennie feels the anguish that only taking a human life could bring. The bush where he was told to hide by George represents the only safe place he knew, and through Lennie's child-like logic: it could even protect him from himself and his own guilt. He wasn't worried about the social consequences, or even the physical ones. He was worried about the mental ones, his mind was in a state of anguish. There was confusion, obviously, and the bush was the only escape he knew of. As a matter of fact, perhaps would not have even recognized the fact that there was trouble except for the fact that the incident here looks very similar to the one that occured in Weede. His reaction is simply that, a reaction, not remorse, not fear; just a reaction.
Lennie Small's state of mind, heading into the closing chapter of John Steinbeck's Of Mice and Men, is quite different from his state of mind at the opening of the novella. When coming to the water's edge in the opening of the text, Lennie throws himself down, without any caution at all, and begins gulping the water down "like a horse."
In the closing chapter, Lenny's actions are very different. Lennie is in no hurry to drink. Instead, he comes "quietly" to the edge of the water. When drinking, he does not gulp down the water. Lennie barely touches his mouth to the water's surface. He also jumps at the sound of a bird running over some leaves.
Therefore, Lennie's state of mind is confused. Not only is he not acting like himself, he is picturing large rabbits and his deceased aunt. His mind is not all there. He knows what he did was wrong (killing Curley's wife). He knows enough to go and hide (like the plans he made with George). This said, Lennie begins talking to people who, and animals that, are not there. This speaks to his confused state of mind.