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In Gibson's "The Peripheral" one of the villains gets justice, but the other gets away with a brutal murder.
A number of the stories in 'The Silmarillian" end with the bad guys victorious (e.g. The Fall of Fingolfin).
And imho any list like this should include Sherlock Holmes "Final Problem."
If you are in the mood for something different, have a strong stomach, and are not offended by gross obscenity, then Henry's "Happy Hour of the Damned" probably qualifies.

I haven’t read all the Dexter books either, but I loved the series. I’ve tried to figure out why I love serial killer books as a strong empath but I haven’t yet.

Dot Hutchinson’s Deadly Waters comes to mind. It wasn’t one of my favorite books of the year but interesting nonetheless.

I'm curious if people consider Dexter more antihero or bad guy (book or TV). I never read the books, but for the TV series, I thought of him more as an antihero, with his victims being the bad guys (and not getting away).

I'm having a hard time coming up with a title where the bad guy gets away (I don't think it happens much in the books I choose). I suspect it happens a lot in horror, which I don't read very much (I read a lot of genre stuff that's blended with horror, but not much straight-up horror).
I read the horror novel The Only Good Indians this summer, and I'd love to have a discussion with someone over who they consider the bad guy in the book. There may be an argument for saying the bad guy gets away, depending on who you view as the bad guy.