I loved how they play with your emotions all the way through. Yes, you feel disappointed and empty at the end, but that's why I thought it was a really strong ending. You effectively feel like Henry does in that situation. It's almost like everything was a dream, you have to pick up the pieces, move on with your life and face your responsibilities again. In the end, a romance with Delilah wouldn't have worked.
It's bittersweet and that's what I love about it. Far too few games do this and seeing all the responses here I can totally see why. It's quite risky. We as gamers have been conditioned to expect a game to go out with a bang. This one breaks that mold, just like Gone Home did too.
Thank you for this unique and memorable experience Campo Santo!