Maul is a tragic character both in-universe and out-of-universe.
In-universe
Maul had great expectations of life, he was apprentice to Palpatine, one day he would become Sith Master and rule the galaxy. Of course, we know now that was not what Palpatine planned, but Maul only found that out later, when he was defeated and abandoned. Maul did manage to rebuild himself (literally and figuratively) with the help of his mother and brother. He was again on path of acquiring power when he created the Shadow Collective, and even got some mesure of revenge on Obi-Wan Kenobi when he killed his love Satine Kryze. But yet again, it was all destroyed in a flash, Palpatine almost effortlessly killed his brother, defeated him and later destroyed his organization. Maul also lost his mother and even his clan (Nightsisters and Nightbrothers).
In the Age of Empire we have a lonely and broken half-man desperately searching for hope. Everything he tried in life went to ruin, and he is desperately trying to find some meaning in life. He would want revenge against the Sith and he would want some legacy, but even that is failing, he cannot even persuade Ezra Bridger to join him. When he found out that Kenobi was still alive, that suddenly seamed like a hope to him. He and Kenobi are of similar age, Kenobi also had some bad breaks in life yet he managed to remain calm and dignified. In the last dialog before their duel you could feel Maul's envy ("And what do you have?"). Maul is sensing that his old adversary protects someone (the Chosen One) and would want to take Kenobi's place but inside he knows that is impossible. As a Dark Side user Maul draws on his hate, but his hate is failing him. Kenobi really doesn't have anything except his purpose to protect hope for the galaxy. And Maul cannot hate that, because he knows this is the only path to his revenge. So, Maul attacks half-heartedly, unable to let it go because it is the only thing that keeps him alive. And yet again, unable to focus it entirely on Kenobi. Kenobi is now just a "desert rat", a mirage. So the only path left for him is death - he subconsciously wants to end it where it begun, on Tatooine under the Twin Suns.
Out-of-universe
Maul originally appeared only in one movie, The Phantom Menace. He was resurrected in the Clone Wars TV series because they needed some major and interesting antagonist that was not a one-dimensional villain. Clone Wars came after Revenge of the Sith, so other major characters were already predestined (except maybe Asajj Ventress). Therefore, Maul gave the creators of The Clone Wars a certain freedom, but it also meant he would have to be kept from altering the main storyline. Therefore, he would never achieve much significance, and because he knew major characters (Palpatine, Kenobi, to a lesser degree even Anakin) he could not be left alive during the timeline of A New Hope. Even the creators of Rebels hinted that he was too big to be kept alive. It is a shame Rebels is more of kid's show, so instead of some rather silly filler episodes they didn't work on Maul's story more elaborately, but we got what we got.