Anyone who thinks Jaime spent his life loving Cersei should re-watch the show. Jaime came back to her for feeling that he was complicit in her evils and was, for the most part. He felt guilty and even more guilty for seeing his sister (not lover this time) die while he was enjoying pure, selfless love, and felt he did not deserve it for past mistakes. All he says to Brienne in the end is to keep her from getting hurt in the war, to keep her from dying with him, because he couldn't stand it, and he knew he wouldn't live coming back to Kingslanding.