so where is he going with the artillery?
revenge
jesse is dead to him, heck he should be dead because he'd think the nazi's will hold up their bargain and just kill him.
jesse is what saul has said, old yeller, a good loyal dog, until he turns rabid and you have to put him down.
if anything walt has been the most loyal to jesse, up until the point of hank getting killed, the dog is what lead to them killing his brother. We see how much walt was willing to do to let hank go free, take the money, beg for forgiveness, he treats hank like his brother, they just have a little "family matter" to deal with, but he's still his brother.
you even see it before, instead of trying to kill the three of them, he ultimately just gives up, he will not harm family.
jessie is family to walt, but in the adopted dog kind of way, while hank by all intents and purposes is his brother.
no walt is going for revenge...
or maybe the nazis have marie since marie is the only person who knows about the taped confession he made to hank (she got him coffee), and he's getting his sister back, he's not loosing another family member.