It's a beautiful tragedy.
It's sad that you have no way of regaining your memories.
I think an ending where you stayed and slowly regained your memories would be the best ending.
But it's hard to say, because without those memories, it's impossible to know what you truly feel.
And I do wish you could ask more about who you are --even if he is right that you cannot trust what he says. But perhaps it might trigger a memory...
The loss of memory, and worse; self, makes this the most horrifying game I've played in a while.
Nothing is worse than loosing oneself.
Regardless....
This is a beautiful and melancholic work of art.
If a bit short and unfulfilling.
But that may be intentional.