Do you think it would've made sense for Aang to take away Azula's firebending too after defeating Ozai? She's clearly still dangerous, has the potential for escape, and committed numerous crimes under her father's guide, so it would've been reasonable for her to be turned over to Aang to energybend her powers away for good.
I could only imagine how devastated she'd be if he did. Not that she deserves anything less.