I am not joking : we still don't know who killed his first wife. We still don't know (even if it seems obvious that other characters like Mrs.Hughes or Mary think so) if he killed Green, but there's more to it. Did you notice his really odd behaviour : in the last episode (the fire), as he helps Lord Gillingham to dress he asks him a lot of questions about Green with a very weird look. Does he think that Gillingham has the same sexual tendencies than his valet? The kind of questions he asks are not the sort you could expect from a man who wants to make sure he won't be discovered but questions about Green. Why? the guy is dead. Is Bates not convinced that he raped Anna? Very confusing.
The second 'clue' is just after the fire when they all gather in front of the house. Anna mentions that they rushed to the house because Bates was getting mad and wanted to know. I can't believe it's only loyalty towards Lord Grantham or the family. He acts as if he would personally take revenge on anyone who could threaten the family (like the fact he forged a letter in the London episode without be neither surprised nor disturbed by Robert's request).
I know that prison changes a man but Bates was a pleasant character and turned very dark and, dare I say, a bit worrying.