Although I have been epically spoiled by the discussion here, (Don't worry, I jumped straight to the sharks yesterday and I just started downloading the finale a few minutes ago.) I think the last episode reminds me, alongside with the overall plot of the series, with another that just seems to share a similar story: GOSICK, my very first favorite anime series.
Spoiler for thoughts on Gosick:
Gosick is about a story between two people from different worlds: you have Victorica, who is a "forced" recluse who likes to read books atop the school's library (and is often called as a "fairy" because of her constant absence in school), and you have Kazuya Kujo, a newcomer to the world of Saint Marguerite Academy. In a fateful encounter, they meet, and their story of solving mysteries together.
Throughout the story, as they delve deep into seemingly unrelated mysteries, they find something greater, and those are details regarding Victorica's past. The latter part of the series then shows how fate tries to pull them apart at a time when war rips across the world, and death seems inevitable.
The final episode of Gosick then shows what viewers think is vague imagery regarding the two: there's Kazuya "dreaming" about losing both of his legs in war as a conscript, and there's Victorica's clothes suddenly transforming into a wedding dress with Kazuya, whose legs are still intact, accompanying her. Some people think that Kazuya actually died during the war, but many firmly believe that what they see is what they get.
I don't know why it's preferred to have bittersweet endings in stories like this as opposed to happy ones like in Tasogare Otome x Amnesia.