Jimmy thinks he is invincible, the whole episode was about him not needing Kim anymore (as Saul) because he had all of the power over people he could ever wish for. Saul during the Breaking Bad scenes was not the person Kim loved, and as we will likely see in the finale, will never be that person again. This is exemplified in the scene with Kim and Jesse. He "was" a good lawyer when she knew him (as Jimmy).
Gene on the other hand is a character desperate for power. You can compare Kim and Jimmy during the black and white scenes and find both of their lives are completely destroyed, but they handle it differently. Kim deeply regrets what happened to Howard, to the point where she'd ruin what little of her life is back, and Jimmy after all of this time is still treating what happened over the course of the series ("They're all dead") like a big joke. He just wants power, and to do that he'll burn any bridge he can, and by now Kim's been away from Jimmy long enough to know that. Now Jimmy's on the run with nobody to cover his ass. He has no allies, and he may truly find his "justice" in the finale (something tells me he won't).
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Whenever someone sings fansa and they don't input their name instead of mona at the mona-beam part I'm like "Are you even a real aidoru?".