Anyway: Regarding interpretation: What if the "illusionary world" isn't another world but the world with the "bad ending" just in the distant future. Then the reason why Nagisa died when giving birth is probably because she was the world too. However, as in that one world, there can only be one world she died when giving birth.
The point why Ushio died is still a bit of a mystery to me. Probably becasue that world was hurt too much like "taking" too many ressources and therefore her human form died which probably also ended in every one else dying as she was the world. However, as she is the world she was probably able to get Tomoya back. She wouldn't be able to bring Nagisa back as she and Nagisa would more or less be one and the same person which would also explain why Nagisa remembers the story of the lonely girl in a world that ended - I mean why would she know about that world if there was no counterpart of her there (of course it could be explained by mother-child-relationship or something like this but still)?
I guess with her last power she created a new world - and probably completely died in that other world - where she and Nagisa aren't the world and therefore Nagisa wouldn't die.
Why he had thoughts about that other world might be because the future him and the past him are the same and therefore linked. What is also possible is that those scenes with him remembering the lonely girl story are from the new world that girl created and not actually from the previous.
Btw.: I thought that the girl would be from another world the moment I heard that this Anime "features" other world in season 1 (when that man talked about that paper). It was what made the most sense, especially because Tomoya seemed to remember it and Nagisa too but nobody knew a story like that. However, I thought that the girl would be Nagisa (well of course that time I didn't know they would have a child
). That the roboter is Tomoya was - once you thought about it being that way - pretty obvious to be Tomoya. Probably you could say the remember because they are there at the same moment and linked there or that they were there in a previous life or something like this. Well after the ending it is probably the "linked" thing.
Btw.2: I think Tomoya remembers what happened before. After all he ran to Nagisa calling out her name - if we think of that being the new world send back in time - and so did Nagisa. Not to mention that he was even more worried after Nagisa gave birth (after all Nagisa had a few more moments in the back ending too).
Maybe he doesn't completely remember but at least a bit and therefore those episodes between were important for character development.
Actually, episode 24 supports that theory (though it was mostly a recap).
One point is for sure it could have needed at least a bit more explanation but not too much as it is often so with Anime that endings are pretty open to let room for interpretation for each person but that one was a bit too open
Btw.3: I think that nearly all episodes since the one Nagisa died - including that one, of course - were pretty sad. Even the last one actually because though it had some kind of happy ending it isn't like that other life didn't happen. It just happened in another world which - if you think about it - doesn't actually make it any better.
Especially the one where Nagisa died. I mean, of course, I expected something like this. Especially with her hesitating to make that promise: I believe she knew she would die when giving birth but she still wanted to go through with it. HOWEVER, I still didn't want to believe it until I saw it. Mostly, because I thought this Anime isn't the type where people die. It just didn't fit so much that I couldn't believe it in the first place but once it was undeniable: It was really sad. Especially, since Nagisa was my favourite char of this series too
And the one where Ushio died I thought: Now they gotta be kidding. They can't be serious in now letting Ushio die too and letting Tomoya alone. Probably I was also sure that he couldn't endure/survive it.
Good: I really didn't believe it would end that way and so I thought Ushio would just nearly die and not actually die. The other possibilites would be a resurrection miracle (like using those lights) or something like a time travel related to the different worlds (though I wasn't completely sure how to explain that one) and I didn't think that would be the case. So I just thought she almost died and would survive. However, I was definitely wrong there.
Author
(I mean, I like Fuko and all but she interfered at the wrong moment considering I just wanted to see some more Okazaki family goodness 
