It's not often in the Criminal Minds type of show that the good guys don't win. This is a fine example of when they do but they don't win!
The team identified and tracked down the un-sub who they believe could be the most prolific serial killer ever. They saved the Sheriff and found the missing children in time but they had to let the un-sub walk in the process.
The horror of what Frank had done to so many innocent people over the years was difficult to behold, it's not often you see Hotch react as he did when he entered that trailer. even the usually cold Prentiss was a little thrown. And crazy Jane playing a whistle made out of human bone is really chilling.
I always like it when we get Gideon one on one with the un-sub, usually Gideon out smarts them. He gets confessions out of people you think will never break, because he has a gift beyond anything the rest of the team. For me that is what sets him apart from the rest, even Hotch, he has this gift that goes beyond any training you can get. To see him out smarted by Frank felt very strange, but you can be sure that it is not the end of this story. One day Gideon will get his man!