It sucks because there's a lot about the ending (I'll be as spoiler free as possible) but the ending basically being "And then nothing happened" is kind of the point. It's meant to be bittersweet, because the story is about escapism but that ultimately you have to come back to reality eventually. The ending does the big lead up of oh man there's a big fantasy and heres the happy ever after. but throughout the whole game it repeats over and over that things aren't as magic and wild as you want it to be, that sometimes there's a simple, boring, and sometimes sad explanation, and at the end of the day reality is the only thing that stays.

Firewatch is definitely more of a "reflecting philosophy" game than a straight up "gamer story" game.