A president pardoning himself would almost certainly lead to impeachment and removal. That would end the benefits an ex-president is entitled to, and preclude him from holding further public office.
Bottom line is that impeachment is a political act. There need be no prosecutable crime.
That’s not to say that he CAN’T pardon himself. It’s never been tested, and probably never will. It may not be politically wise, but that’s not to say that legally it can’t happen.