You told Satou you haven't come to your senses though, implying you still like seeing Gerty getting those full triple hole cream pies from Luna's Mexican Stallion of a father.
I only have two theories, they are actually quite simple:
1 - Calypso discovers that she is the last of her race, because in fact her world was the earth and her race was a very ancient race that had already entered into extinction or simply disappeared (a vibe similar to the story of the dwemer in the elder scrolls and calypso being equal to Yagrum Bagarn, the last dwemer). After this discovery, she can sense the MC in danger and knows that she can use her powers on earth, so she teleports to earth and saves the MC (possibly becoming a Li since she can go to earth and not be trapped in eternum.
2 - MC dies and goes into limbo, has an existential conversation with someone important (probably someone from Eternum, since MC is suffering from the bleeding effect) and then wakes up in the morgue completely healed to make a connection with that dream he had in the morgue (I forgot the update number) and from there he returns to his journey, this time wiser and more humble.