Regarding the Ending of Saihate Station...

I beat it, but I can't shake this slightly unsettling(?) feeling.. I thought the two of them would escape together. How can the happy ending be staying behind instead of escaping? It feels like escapism and it's bothering me... (Maybe it's because my expectations were too high after seeing A, B, and C...) But the Z ending illustration changes once at the end, right? Seeing that, it feels intentional... Just in case, I should probably play the DLC too...