He had only heard the full scope of the Red Wedding later, when Ramsay told Theon about it he had focussed on what would hurt the most -- Robb's death. And he has pictured it, had nightmares of what it must have been like, for a long time, even back when he was still haunting Winterfell as Reek.

"I wasn't. I should have been -- but I couldn't be loyal to you and my father both. I chose wrong."

It had been an impossible position, but Robb had always been the first to remind him he wasn't a Stark, that it wasn't his family, and those stinging barbs had felt like armor when he started doubling down. He has paid for his sins and then some, but his hands will never be clean. He had not died saving Bran because he thought it would absolve him -- he died because finally he felt like he knew the right thing to do, choice to make.

He died as Theon, not Reek, and in the end it was the most he could have asked for.