Spoilers!
I'm guessing the Princess turning into the bramble sprite implied that the protagonist was too late and that the dead shrubbery consumed her (also making her die), and him not having his sprite would either be him as an adult, in an outfit, or that's not him. The other sprites of him could be people, and... they're attending a funeral. The person we are controlling is going a little crazy as represented by the brain X-rays, also expressed by the fact that you can hack apart yellow facsimiles of the princess. And the end is where they see her for the last time, due to the other interpretation of the brain scans being... dementia. This theory was pretty hastily slapped together due to wanting to get this out. Peace.