Shouldn't Gus be in jail for murder? He's a postman now, he broke into someone's house, and without being threatened, shot him several times. Whether Malvo deserved it or not, the. Law doesn't remotely allow for that.
Had the same conversation with my wife about it. Who's going to arrest him? The local cops (who's chief Malvo murdered)? The FBI (who had 2 dead agents outside that Malvo murdered)?