Him thanking her pulled the movie down
That scene was really cheesy and not credible. Even if we accept gratitude as a sentiment he would have (some kind of Stockholm Syndrome perhaps), him saying it out loud was just silly. This really harmed the movie because it destroyed the tension created by the moral ambiguity of the whole thing. Not only does the movie tell us that Hailey was right all the time and he's a disgusting, murdering, sick, woman-hating pig, but it would have us believe that Jeff himself agrees with that assessment. The moral situation becomes black and white, and a movie dwelling on the punishment of someone everybody would agree is a villain by someone everybody would agree is a hero is a pretty lame idea, and a little bit sick as well.
The movie is still quite watchable, it is well-paced and suspenseful and the acting especially of Ellen Page is superb. But I think it could have been much better with just a little bit more ambiguity.