In [the novel] Hannibal Rising, Hannibal is never proven the [revenge] killer for a few a reasons...
The novel in part explores the relationship and philosophical struggle Hannibal has with his exotic Japanese aunt, Lady Murasaki, as he comes to live with her and his Uncle in France after tragic events occur in the beginning of the novel during WWII in Lithuania. His Uncle dies early on protecting his wife from obscenities coming from a crude fish monger...
However, to also juxtapose the crime drama and/or law enforcement aspects of the three previous books (which occur much later in Hannibal's life), the novel also introduces Inspector Pascal Popil (played by Dominic West in the film adaptation),whose trying to figure out whose committing the murderous crimes Hannibal has been committing, He is a war crime specialist.
As it turns out, Popil was friends with both Robert Lecter and Lady Murasaki, so when he believes he has figured it out, he pleads with Murasaki to force Hannibal to come forward, implying he would try and protect Hannibal and cut a deal---the men Hannibal is killing are responsible for war crimes (And Popil wants them) and also did something nearly unspeakable in front of Hannibal...
Hannibal refuses to abide, siting he would not break a promise he made to his sister, and eventually after a deadly confrontation with one of men Hannibal is hunting, at the end of the novel Lady Murasaki chooses to flee France to go home to Japan and apparently never discloses what Hannibal has done. Despite everything, Murasaki did care deeply for Hannibal, but realizes that he has become truly lost.
Ultimately Popil lets Hannibal go, presumably because these men were terrible men and whose crimes effected Hannibal deeply (he also lost his entire family to war criminals), and also as a favor for his affection towards Lady Murasaki.
One has to understand that the last two novels Thomas Harris wrote, shift from a systematic psychological-thriller and crime drama of the first two novels, to a post modern Gothic horror-romance, where the themes of those novels are very much about the nature of man in terms of love, being something spiritually transformative, separating us from animals, in which Harris suggests that love conquers all.