Here's where we disagree.
Originally, I agreed with you. When watching the final four episodes as they were airing I wondered why the Neo-Nazis got to be the final villains when Gus, and arguably even Tuco, were more interesting characters.
But then I realized that the series positions Uncle Jack and Todd as mirror images of Walt and Jesse. Uncle Jack and Todd now diligently run the lab. Walt had called Jesse his nephew before, to multiple people. Jack shares Walt's self-destructive pride, as being called a liar is what prevented him from killing Walt sooner, which would have prevented Jack's death. Todd kills Andrea when he calls her to her door, just as Jesse killed Gale. Jack kills Hank, but Walt both figuratively and literally dug Hank's grave, both by creating this situation and by digging the pit in which Hank was buried. The Neo-Nazis are a reflection of Walt and Jesse's worst qualities and deeds. (Also, they are fitting in terms of the whole Werner Heisenberg/Nazi connection)
Season 5 is, below the surface narrative, about realization and self examination. Jesse realizes the weight of his wrongdoings, gets out of the business, and attempts to help Hank. The family learns about Walt's drug empire and we see them in their true colors, for better or worse. This is most clearly expressed when Walt says to Skyler, "I did it for me."
So, the Neo-Nazis really represent the consequences of what Walt and Jesse had brought upon themselves. They are their own true destructors. How fitting, then, that Walt dies from his own bullet.
If Hank had really captured or killed Walt, it would have really been a missed opportunity for these characters to symbolically come against the biggest villains of the series: themselves.
It's just like Jesse says in Season 3, "I accept who I am. I'm the bad guy." But it really took them until the end of the series to feel the consequences of their own actions.