OP is not actually Cassini's last picture. That is artwork that NASA put out years before Cassini's Grand Finale. It's gorgeous and likely a fairly accurate depiction of what Saturn looks like up close. But it is not Cassini's last image.
This is actually Cassini's final image, taken one day before it burned up in Saturn's atmosphere.
This is looking down at Saturn, and it's being illuminated by Saturn's rings which reflect sunlight down onto the "surface" of Saturn.
Here is the "natural colour" edit of this image (based on how we've observed Saturn to look from Earth)
This was taken during Cassini's descent, and is looking at the spot where Cassini would soon enter the atmosphere and burn up. Saturn has a layer of haze that obscures much of the storms and cloud activity from view in visible light (Jupiter doesn't have that haze so that's why we can see the storms), but at the same time Cassini took an image in the infrared spectrum as it descended:
So this is part of the same image, but in infrared so you can see the storms. The oval on this image marks where Cassini later entered Saturn's atmosphere and completed its 13-year mission.
So while the art in OP is of Saturn and Cassini, and possibly is a realistic rendition of Cassini's final views, that is not the view that Cassini sent back to us.
Now, here is Cassini's final full mosaic of Saturn, titled A Farewell to Saturn
I like to view this image as Cassini's true last image, the last image that was taken not as part of its end, but as an end to its long mission.
Anyway, Cassini and its Grand Finale has a lot of personal importance to me, so here are some of my favourite images taken by Cassini
"The Day the Earth Smiled"
"With the sun's powerful and potentially damaging rays eclipsed by Saturn itself, Cassini's onboard cameras were able to take advantage of this unique viewing geometry."
"A Song of Ice and Light"
"Saturn’s moon Enceladus drifts before the rings and the tiny moon Pandora in this view that NASA’s Cassini spacecraft captured on Nov. 1, 2009. The entire scene is backlit by the Sun, providing striking illumination for the icy particles that make up both the rings and the jets emanating from the south pole of Enceladus, which is about 314 miles (505 km) across."
"Reflection of Sunlight off Titan Lake"
"This image shows the first flash of sunlight reflected off a hydrocarbon lake on Saturn's moon Titan. The glint off a mirror-like surface is known as a specular reflection. This kind of glint was detected by the visual and infrared mapping spectrometer (VIMS) on NASA's Cassini spacecraft on July 8, 2009. It confirmed the presence of liquid in the moon's northern hemisphere, where lakes are more numerous and larger than those in the southern hemisphere."
"Spotting Saturn's Northern Storm"
"NASA's Cassini spacecraft captures a composite near-true-color view of the huge storm churning through the atmosphere in Saturn's northern hemisphere.
This storm is the largest and most intense observed on Saturn by NASA's Voyager or Cassini spacecraft. The storm is still active. As scientists have tracked this storm over several months, they have found it covers 500 times the area of the biggest of the southern hemisphere storms observed earlier in the Cassini mission (see PIA06197 and PIA12576). The shadow cast by Saturn's rings has a strong seasonal effect, and it is possible that the switch to powerful storms now being located in the northern hemisphere is related to the change of seasons after the planet's August 2009 equinox."
Anyway, there are so many beautiful images, I definitely recommend people go check them out.
