Judge Brack's last line (actually the last line of the whole play) aren't actually directed to Hedda, but to Tesman who has just shouted out that Hedda has shot herself. His remark, "Good God - people don't do such things", is almost a comic line, because people obviously DO do such things: Hedda has just done it.

It's a characteristically ironic, bitter finish to a play in which Ibsen has explored the meaning of appearances and what lies underneath them (and of course, this final line is only one of several moments where Judge Brack appears absurdly ill-equipped to read the situation). It also highlights the distance between Hedda and the society she lives in: her suicide, like her feelings, are so alien to the society in which she exists that they might as well not exist: indeed, Brack thinks they don't!