I love the whole settign and world building, also also I have a theorie:
-- May contain Spoilers --
So on the horizon was this large Monster which looked direkty at Shelter and seemed to grin, it was later revealed that this is the Collossus of Mozebuk, and I have a theorie regarding that: Alon hinted that he and someone else sacrificed alot and thus he doen't want us to continue playing, aka he did something very nice after disapering in the rescue scene.
I think that monster follows him, and he was in Mozebuk all that time and thats why it attacked the city, while actually seeking out Alon.