With the widespread adoption of machine learning systems, the need to curtail their behavior has become increasingly apparent. This is evidenced by recent advancements towards developing models that satisfy robustness, safety and fairness requirements. Imposing these requirements leads to constrained learning problems, which can be tackled with dual ascent methods. However, convergence guarantees for dual ascent algorithms typically involve a randomized or averaged sequence of primal iterates. These solutions are impractical, since they require storing an ever growing sequence of models. Although it has been observed that final iterates perform well in practice, theoretical guarantees for their optimality and feasibility have remained elusive. In this work, we characterize the infeasibility of Lagrangian minimizers associated with optimal dual variables, which leads to a sub-optimality bound for best primal iterates. To do this, we leverage the fact that constrained learning problems are parametrized versions of convex functional programs. This bound sheds light on how the richness of the parametrization and the curvature of the objective impact the convergence of primal iterates. We empirically validate this finding in learning problems with fairness constraints.