WowWow. That was a rather cruel move on Jane's part.
I mean, he set the man up by pushing him to ramble on Red John. Jane himself, on the other hand, offered his comment in a quiet, somber manner (to exclude the chance that Red John might decide to punish him again by killing someone else close).
Jane, of course, gets double profit: the murderer is dead, and Red John proves he is actually still out there. But that was cruel. Doesn't Jane usually jail the suspect?
Plus, they'd still have to prove that Panzer was the murderer...