This is exactly it. While I thought the ending was great, I was kind of expecting more, even though I really don't know what more I was expecting. I think the whole thing moved a bit to fast to be honest with you and could have benefited from a few more episodes.
I felt like the thing it left out was just the depth behind the killer. Like for example, we know he was part of a cult that killed for decades and was never caught, never left clues ect. So why did he put Dora out there is such a prominent way to be found? Why did he do it again 15 years later? It's totally different M.O. from all of his other killings, I think at the end, I was expecting more of the "why" behind it. (I mean, I certainly got he was mental due to some torture his father dished out--but I'm talking the why behind these actual killings being different.) Even at the end, he said "the time of my transcendence is close" and other psychotic shit that intimated he set these killings up to be found, lure the cops in. I guess I expected to get more into his head by the end, kind of pull back the curtain on the mad man a little more.
However, I guess the conversation at the end sums up what the audience was probably feeling: "We didn't get them all"..."Yeah and we ain't going to, that's not how it works in this world--we got ours." (Or something). Which is fair enough, the story wasn't about the killer, it was about Rust and Hart finding what passes for closure in this world, and I think that was a decent way to end it. (Explaining the killer, and his whole myth/psychosis, always runs the risk of ruining it--sometimes the mysteries people construct are just better.)
That being said; I still think some of the stuff during the season were red herrings and obtuse foreshadowing--but none of it hurt the show for me, the writer obviously likes meta stuff around his work. Overall I like that they kept it simple, straight forward and clean. Made it enjoyable as just a vehicle for the characters, which was great because the characters were awesome. Overall pretty great, looking forward to next season.
I had a hard time understanding rust at the end. I think he found something more to believe in and a reason to live. Thought they might hint at a new goal in life to fight the dark
He took on an optimist view at the end, I think. Instead of seeing the sky (Glass) mostly empty, he saw it as once having been totally empty and now being filled--so darkness was losing. If I heard it right, that is (Not sure). If so though, it's a pretty profound 360 on his normal pessimism/nihilism.