If she hadn't tried to kill him before, I would have understood. But she already tried to kill him before. Knowing that, why did he get in her car? Did he think that she was cured from her insanity or what?
Yes, he may not have believed that she was ready to kill herself but still... he already knew she was dangerous. He should have known that by getting in her car he was putting himself in big trouble.
The narrator tells us before the car scene (when they exit the cinema) that Jim recognized that he didn't love Cathrine anymore. He had fled her by finally choosing to marry Gilberte and succeeded. If he had still loved her, perhaps he wouldn't have gotten into the car, because he would have protected himself from Catherine. But, now that he doesn't love her, getting in the car with her couldn't hurt him and he proceeds. If interpreted like this, the ending gains an ironic quality (that I quite like).
You said, "I love you," I said, "Wait" I was going to say, "Take me," you said, "Go away"