Ummm...what was the point of this?

It's what happens when someone takes the basic plot of Taken, and tries to go all artsy-fartsy with it.

No point. It was pretty bad.

I believe it was a look into how child abuse and PTSD effects victims both young and old. Joe was an abused child, beaten by his father, made to listen as his father beat his mother, and possibly even sexually abused (however, I don't recall if that latter bit is as explicitly implied). In the very opening of the film, we hear the adult Joe muttering to himself "stand up straight, only pussies and little girls slouch" and "I need to do better" as he inflicts pain on himself by smothering his head in a plastic bag. This is all in reference to that childhood abuse he received from his father, and how it's still affecting him to this day.

As a soldier, we see Joe give a candy bar to a young boy, only to instantly see another hungry boy kill the kid for the food. During his time as an FBI employee, we see Joe come across a truck full of dead young girls who were being traded on the black market. Over and over, we see these traumatic memories hit Joe, often triggered by the simplest of things (such as when he's asked by a group of girls to take their picture). Joe's experiences are a well-rounded source of trauma that's made him suicidal, self-harming, extremely violent (even using his father's weapon of choice in his own violence), and especially sensitive to the victimization of children who are going through similar circumstances as he did. Through Joe's eyes, we're seeing the horrors done to children, the horrible people who do it, and every horrible outcome that results.

After everyone Joe knows is killed, Nina is his last reason to live. He wants to save her from going through what he did and from growing up to become what he has. In doing so, as corny as it sounds, he also saves himself and begins to heal.

At the end, after rescuing Nina, when we see him daydream of blowing his brains out, it's perhaps symbolic of him letting go of his past and moving on. This is emphasized by Nina's comment about leaving to enjoy the beautiful day, and Joe's agreement.