Will the Dragonborn just fade away, like heroes before, even after all the power he gained and mantling stuff? What about the Civil War? If there was ever a cliffhanger moment in an ES game, Skyrim has it beat.
Tullius/Ulfric both seem to foreshadow that "this won't be the end of our work" and the Thalmor are still a looming threat. Do we just assume the LDB just faded away as a servant of Hermaeus Mora? That would be pretty lame