I would say that Chris not suffering any kind of real moral or physical punishment reflects how Allen's work is not a Shakespearean tragedy. In the Shakespearean tragedy, the protagonist suffers some kind of death as reflection of a restorative quality. Othello kills himself, Lear dies, and Macbeth is killed. In each setting, the protagonist who has set in motion the tragic events that have surrounded himself and those he has loved must endure some type of death. This killing is restorative of moral and ethical order in the world. Shakespeare understood that the death of the protagonist is what will enable redemption to occur.
Chris does not suffer death. He does not suffer at all, in fact. The murders have been attributed to another individual and he never receives any type of sanction for his behavior. He prospers from murder as he accomplishes what he wants. His lack of suffering any kind of punishment is not reflective of the Shakespearean tragedy. There is no restorative order. Chris perpetuates the sick and twisted condition in which we live. For Shakespeare, the death of the protagonist enabled change to happen. The individual largely responsible for the presence of tragedy had to die in order for redemption to happen. This does not occur in Chris' narrative and becomes one of the primary reasons why Allen's work cannot really be seen as a Shakespearean tragedy.