Oh christ, the nitpickers have descended.
Look, the movie has problems. Why not talk about the things that are real flaws, like the odd time compression of giving the bomb a 5 month ticking clock, or how Alfred fucks off for most of the movie for no good reason, or why we spend any time with Mathew Modine, or how Catwoman barely serves the story other than to provide humor, swagger and sex appeal? The nitpicking about how the Gotham Stock exchange is dealt with or how hard it is to get out of the pit are not film flaws, they're you the viewer trying to convince yourself that you're smarter than the movie. News flash: you're not. The movie addresses these things and gets on with it in order to tell the story it is trying to the tell. This is your problem, not the movie's.
The nitpicking has officially now gotten ridiculous.
But what's wrong with Alfred leaving? I thought it was obvious that him "giving up" was essentially the feeling that he had failed Bruce all of these years. That realization only came to pass when Alfred saw that Bruce was wanting to don the cape and cowl once more. Burning the letter, guiding Bruce's hand through his trials and tribulations on being the Bat... it was all in vein. He was wanting to die doing it. And Alfred always wanted Bruce to have a life of his own. He just couldn't stand by and watch him destroy it, so he left.