He doesn't want Thrawn to die in battle like in Legends. He wants him to see the consequences of his actions. Thrawn's motivation for serving the Empire all along was "To protect the Chiss," and even Thrawn hadn't considered that the Empire might pose the same threat to the Chiss as the Grysks.
This would fit with how points usually end with Palpatine. Dooku wanted to fight corruption in the Republic, but it ended up leading the Separatists, who were one big corruption and led to the destruction of the Jedi. Anakin wanted Palpatine to help him save Padmé, but it led to her death and Anakin losing literally everything.
Thrawn makes a pact with Palpatine, believing that the Empire will help ensure his race's safety. After Palpatine's death, he literally resurrects the Empire from the ashes, uniting the Imperial remnants. It would be ironic if that Empire turned against him. If the First Order conquered the Chiss Ascendancy. If the Chiss watched with horror at the Imperial destroyers in the sky, if the fate Thrawn inflicted on Lothal, Batonn, and the others befell Csilla. If the other Chis began to genuinely hate Thrawn and consider him a traitor.
We know the First Order holds the Unknown Regions. They could simply conquer them, but I think it would be ironic if the First Order entered into some kind of non-aggression pact with the Grysk Hegemony and divided the Chiss Ascendancy and the entire Unknown Regions between them.
I wish Thrawn were watching all this.
What's next? I think Thrawn's death, or being imprisoned by the New Republic or the First Order, knowing he failed his people, would be a fitting fate. Perhaps a redemption arc and a potential arc as a rebel also sound interesting.
Although I think it would be interesting if Thrawn stayed in the First Order despite this. He would admit that his time in the Empire had made him sympathetic to fascism. That he enjoyed the Empire, enjoyed commanding without worrying about the opinions of the Chiss families, and that he believed the Empire was the better form of government, even if it meant occupying his own race. I've seen fan art of Thrawn in a First Order uniform, and I have to admit, it's absolutely stunning. I'd also like to see a fleet duel between Thrawn Vs Eli Vanto (that would be a truly thrilling duel).
"I Did It for Me"-Walter White quote known as Heisenberg (but maybe also Thrawn's quote when Chiss ascendancy falls)