For five seasons, whenever discussion of metaphysics comes up, Walter White denies the Divine; he says there is no soul, only Chemistry.
Sitting in New England, in the snow-covered Volvo, hoping to escape and the police lights come up behind him, he says aloud "Just let me get back". A tense moment, and the police car departs. Walt touches the visor and car keys fall in to his lap.
Who was Walt talking to?
Negotiating with? Did Walt pray?
Was he speaking to Someone beyond chemistry?
Was his prayer answered? He got back, resolved as much of his evil after-effects as he could, and then died. A bit of mercy before he faced judgment?
Put another way: post-prayer did Walt do anything G^d would object to?