I felt the same way. its like he totally gave up on the one thing he cared about and it really was a disappointing ending. I felt like it was building up with her staying with him or him going back with her or something but no, nothing really happened.
As far as I can tell, we all know how Shirou felt about saber but yet he felt like he didn't want to force her to do something she didn't want to do. So he let her go and that is from what I can tell.