Why did Steinbeck choose to end ´Of Mice and Men´ in the way he did?

You're asking for opinion here? I believe that Steinbeck took the story full circle; it ends where it began and it leaves no stone unturned. We're at the riverbed, and Lennie is being hunted again. Lennie's trouble is a cycle, but the reader has learned to empathize with his condition and also with George's predicament.

We've learned that Lennie can't survive without George, and we've also seen how much George loves him; it's unconditional. We also see that the 'dream' of the little farm can never happen, and that it's not because they don't want it to happen but because there's no other way. George couldn't control the eventual outcome, and Lennie couldn't control himself.

In the end, George puts Lennie out of his misery; he can't help him anymore so he decides that he'll take care of what needs to be done out of love. He won't allow the lynch mob to kill the man out of hate for something they'll never understand. He takes Lennie's life for the same reason Candy's dog is killed; they're both essentially saves from any further misery.