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What happened at the end?

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I am not sure, but my theory is that whatever is outside the door is coming to kill the two of them and they know it (Maybe grim reaper?) and they are playing this as "One Last Game" Because they know they are going to die

Just like the person in the other comment, I am not sure. I think, though that this (I believe, but I am probably wrong) takes place during WWII, on the Eastern Front (Germany VS. Russia), and the pounding is German soldiers. They knew they were going to be killed. They heard the mortars, they knew the enemy was near. I suppose you must try to make the most of it with each other before the time sadly came.