John Steinbeck is able to create a sense of righteousness in George's final decision involving Lennie by addressing the other options before the final scene. If Curley finds Lennie first, Curley will make him suffer by shooting him in the guts. If Lennie is arrested, he will spend the rest of his life locked up like an animal--a fate that doesn't fit Lennie's mental capacity. If George and Lennie try to run, then Geaorge gets himself in trouble with Curley and the law. The best option as portrayed by Steinbeck is for George to peacefully put Lennie down with thoughts of tending the rabbits in his brain.
There is a huge parallel between George/Lennie and Candy/his old dog. Candy's biggest regret is that he let a stranger shoot his dog; he told this regret to George and George took this to heart. He undoubtedly thinks about this when making his final decision.