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Poor George. He really gets the short end of the stick in this one. And, seeing as he's one of the few characters without staggering flaws, he doesn't even deserve it. From what we can tell, Wilson is hard-working and not cheating on his spouse. He's in a marriage with a woman who doesn't love or respect him, who walks through him as though he's a ghost; and meanwhile he just does what she says: "'Oh, sure,' agreed Wilson hurriedly" (2.15)—and we think not for the first time.
After Myrtle's death, Wilson is in serious emotional pain. He cries out "Oh, my God" over and over—but because his wife is dead? Because he just found out she was having an affair? Or because he feels guilty for making her run out into the street?
The other thing to note about Wilson is that he's the only character who talks about God. He tells Myrtle that she "can't fool God," that "God sees everything" (8.105). His comment reminds us that, unlike the rich careless classes, the lower classes can't just retreat "back into […] money" (9.136). Wilson and his class actually have to take responsibility for their actions, and they don't have trips to Paris to make it all more palatable.
No wonder Wilson decides that he doesn't want to live with the consequences.