It was a thought that Jane never fully acknowledged. He used every one of his innumerable tricks of mind and will to keep it hidden away. Therefore, it hovered in the back of his thoughts and haunted him late at night when he laid, without sleeping, under Red John's signature.
In the light of day, the even the slightest hint of the thought terrified him. He understood the price of revenge when he first embarked on the path, and he had been willing to accept that weight of guilt. That torture and murder, even the torture and murder of a creature such of Red John, would taint him. He didn't believe in anything spiritual, but he knew that what he planned to do was evil. He was willing to accept that burden, to pay that price in order to make Red John suffer.
In the dark late of night, a different fear would grow to gnaw at him. It was the fear that killing Red John wouldn't be enough. That there was no possible way that Jane could make Red John suffer enough, to feel enough pain and fear, to make him understand the horror that Jane lived with. No. Red John's death, no matter how tortured, would never be enough. His death would never equal the pain that Jane felt.
It's why Jane prayed to a deity he didn't believe in. He prayed that Red John was the sociopath that they profiled him as. That he didn't have any one he loved, any family whose death would pain him. That Jane would never be tempted to complete that one thought. That Patrick Jane would never fully become the monster he hunted.