Just finished watching the final episode last night. I was also very disappointed about them not getting to escape. The whole season wasn't anywhere near as good as the first. I will still watch Season 3 if there is one though.
I liked Season 2, but I agree that Season 1 was better. It sucked watching nearly all the sympathetic characters getting cut down, but I guess that's the way it goes. Taylor Kitsch's death really sucked.