The scene before that in the elevator where he dresses her wound is about as close to sweet as Dredd gets.
Dredd's reaction to Anderson's idealism in the beginning.
Dredd: Make a difference? To a block like this?
Anderson: I was born and raised in a block like this, until the Justice Department took me. I know there are good people inside. Good families, just... trying to get by. Yes, I believe I can make a difference.
Dredd taking down two teenagers shooting at him with stun rounds. Considering the wake of destruction he leaves without a wink of remorse, this is a particular mark of mercy.
Anderson quitting the force, realizing that her morality is too strong even for the Judges.
Anderson: "I already picked up the fail when I lost my primary weapon. I'm not going to be a Judge, and I don't need to be a mind-reader to know it. He's a victim, not a perp, and until my assessment is formally over I'm still entitled to dispense justice and that's what I just did by letting him go. Maybe that'll be the one difference I do make."
Even better, Dredd actually looks impressed. And approving. Which makes the final shot of Judge Anderson, heading out to patrol the mean streets, that much sweeter.