When Teddy tells Lenny the truth at the end eventually Lenny accepts it’s true and, while he doesn’t say it, he threatens teddy as if he’s like “well if all that’s true then I’m going to kill you for using me.” So when Lenny deliberately lies to his future self by burning the photos and writing Teddy’s license plate, he’s not only keeping the fake memory of his wife/Sammy alive and repressing the trauma, but also trying to end being Teddys puppet. Maybe Teddys death will stop him from making up another John G?