Jay Halstead changed in his final episodes of Chicago PD, but it was too quickly. The writers needed a way to write Jesse Lee Soffer off the show after he requested to leave, so they created a storyline that would make him leave Chicago. While it's nice that the writers chose not to kill him off as they did with Alvin Olinsky (Elias Koteas), it didn't stay true to the character that fans knew and loved.
Soffer first appeared on he was leaving the show after being a prominent fixture for almost 10 seasons.
Jay Was Always A Boy Scout
Jay Halstead never liked how Hank Voight (Jason Beghe) did things. In the early seasons, he did mention his dislike of Voight's methods to his colleagues but didn't confront him until later. Jay's distrust was always apparent, though. He would ask for more information when he knew Voight was holding back. He hated when Erin stood by Voight after he killed his son's killer. Jay didn't want Erin to go down with Voight. There were nine seasons of Jay disapproving of Voight's ways, so it doesn't make sense that he changed his personality and way of doing the job so quickly.
From the beginning, Antonio Dawson (Jon Seda) was the one pushing back at Voight when he was going over the edge — not that Voight always listened. After Dawson left Chicago PD in season 6, Halstead became the person on the team that pushed back. Having someone push back against Voight balanced the show out when Voight would go rogue. It made sense that Halstead stepped into that role after Dawson left.
Jay Made Into A Voight In Training, And It Didn't Ring True
In Halstead's last scene, he says to Voight he wants to be like Voight, but Voight has told him he isn't and shouldn't try. While he its he wasn't like Voight, it's surprising, after so many years of fighting against Voight, that he suddenly wanted to be like his boss. Halstead was good police that never crossed any lines until Hailey Upton was involved in Voight's mess.
In season 10, Halstead started spending a lot of time with Voight, on and off the job. He backed every call Voight made and even lied to Hailey, saying he was working late when getting a drink with Voight. It was like the writers were making him into Voight's protégé. It was strange seeing Halstead do a 180 from the man who disagreed with the way Voight did the job.
It's a shame how Chicago PD wrote Jay Halstead off the show. Jay would never leave his wife and move away. Instead, he would try to make things work. While it may be good character development for Hailey, it ruined Jay's character for his time on the show.