Ok, I never write any plot Details nor SPOILERS, when commenting, but I must here, so please listen before reading this: 
There are discussions here about this episode, and I will agree that there are many details left out, either intentionally or because of time constraints. The premise is intriguing, that a POW was tormented and brainwashed to such a degree that he lost his personality and self, and is programmed in some way. He begins killing at random which I must say, must not be what was intended by his captors- they must have had some intent to who he was supposed to kill, and maybe he had done some targeted killings for them, and when his usefulness was over, they let him go, which left him like a malfunctioning robot, in my opinion. Everyone wonders why he went back to the fortune teller at the end after meeting with his wife. I believe that after meeting with his wife, he regained his "self" to some degree and was mortified when his wife told him he was wanted for murders. Now 3 options: 
1. the Woman, Mrs Morsley who wanted contact with her dead son WAS his mother (remember his appearance was drastically altered both by the POW experience and by the Fortune Teller, AND his mother probably had remarried at some point so her last name wouldn't be the same as his- and she called him Ken and they called him Kent which also might have been what a Mom would call her son, a shortened name), and he realized it was his Mom after meeting with his wife and starting to remember his past. OR
2. He did not know the woman and she was a stranger he at the end wanted to help reach her son as a way to redeem his soul, and his unique hypnosis tendencies allowed him to reach supernaturally to the dead son - the acting in the last seance scene was FANTASTIC. OR 
3. He remembered after seeing his wife and regaining memory that he knew the Pilot who was the dead son of the woman, that that Pilot was a Buddy who after the pilot buddy died, he took the bracelet to give to his buddy's mother, and had it with him all that time. Perhaps the Pilot had made him promise to give the bracelet to his mother if anything happened to him, and by a cosmic miracle, he realized at the end that this was his buddies Mother. 
Remember that a crucial moment was when he met his wife, that was when he regained his sense of himself. That scene was very short, sadly, so we never get to hear all that he tells her, or what she tells him. Also, I think the reason he died is that the Captors must have given him a way to "self destruct" to die,  if caught when they were using him for their needs as an executioner to kill their enemies when he was under their control. So I think he knew he would want to die when he realized all the murder he had done but he wanted to do that one final good deed....