Some stories have Karma Houdinis for a thematic purpose in the narrative. Chinatown is partially about the hopelessness of trying to stand up against wealthy elites, so the villain (who is one of the most vile in movie history) not only gets away, but outright wins.
Although Rick and Morty is far from over, Evil Morty exists to show just how toxic Rick’s influence can be on Morty, and EM ends up succeeding in his plans and finally escaping from Rick’s abuse, despite having murdered hundreds, if not thousands, of Ricks and Mortys to do so. Honestly, if he never comes back, I’ll be fine with that because it’s a high note to send the character out on.
Basically, a particularly nasty villain getting away in the end isn’t necessarily a bad thing. Most examples are on purpose unless the work was canceled early.
