He didn't give Gotham everything though. When he told Catwoman I haven't given them everything yet. He didn't mean hey I haven't flown away from a nuke yet. It meant he would die for this city. Instead he didn't die for the city. He faked his death and ran away. That doesn't scream hero to me, and again why should Bruce get rewarded for his actions. At least if Bruce would have died it would have shown us that yes even though he made mistakes, he was ultimately the hero we thought he was. He sacrificed himself for the greater good, for future generations. We see a protege about to take over the bat mantle. We see a statue dedicated to batman. We see that his actions had real consequences, and really did help the city of Gotham. So for them to go nahh he's ok just ruins anything the movie was trying to say.
And again I honestly loved the movie. There were some amazing scenes, and interesting themes. Bane was a great character. Like I really enjoyed the film a lot, but man that final five seconds just took it out of me.
But if he had died, he would have destroyed Alfred. He would have ruined the one who had cared for him most of all.
He did end up giving his almost everything. He's given up all his money, his privilege, his very name - for the world thinks Bruce Wayne is buried and gone. When we see him and Kyle again at the end, it's not as rich people, and not as the richest man in Gotham, but as unknown people, leading ordinary lives.
But that the last son of the Wayne family lives - that's his reward to Alfred, if no one else.