Maul spent so much of his life consumed by rage that I think turning back to the light in the last seconds of his life would have felt extremely hamfisted and illogical. I think it was better to not give him closure - it both solidifies Maul’s story as a tragedy and makes Luke’s mission in the original trilogy more compelling.

Also, Maul may have let go of his burning hatred of Obi-wan once he knew death was moments away, but it’s not like he did some last heroic act which would have qualified as any kind of ‘redemption’. I don’t see any point in having Maul turn good for no reason.