I wanted to punish him somehow by sending another transaction with an indication in the notes that this is a fraudulent address but I think it's stupid...
That wouldn't be punishing him; that would be rewarding him even more for pulling off his scam, so don't do it. You can't appeal to a scammer's moral compass by trying to shame him--especially not like that.
Forgiveness is a noble virtue.
It is indeed, and while OP doesn't necessarily need to forgive this scammer, the best course of action as I see it is to just let it go and learn from it--because there really isn't an alternative. He can't get his Tether back, and he can't punish the scammer in any way. Either he holds on to the resentment and lets it fester or chalks it up to a learning experience.
OP, I got scammed for 0.3
BTC back in 2016, and I was absolutely pissed about it. It took me a while to accept that I wasn't going to see that bitcoin again, but it made me way more careful about the people I do business with (and nowadays I don't do much of that). I never forgot the experience, obviously, but I did come to accept it and let it go. Don't beat yourself up for getting scammed or allow anger to rule your head over this. It happens to a lot of people in crypto, no matter how experienced they are. It's just the nature of dealing with an irreversible form of money.