@mb: But Caroline addresses that during the course of the story. She says something to the effect that killing Deathshead won't win the war. It's about turning the tide. By eliminating Deathshead they eliminate the Nazi's ability to continue to make innovative new technologies. Plus, they find the source of the Nazi tech (they stole it from Da'at Yichud). So it makes sense that, going forward they will continue to take the fight to the Nazis. To be fair though I just want BJ to get the ending that most protagonists these days don't get....a happy ending with Anya. Call me naive, but that man has seen some terrible, terrible shit. And if all he wants is to settle down with Anya, have a house in the burbs with a BBQ and a couple of kids, and live in peace for the rest of his days....then I don't think that's too much to ask.
Considering that this sold pretty well I imagine they'll make a sequel. Plus, this game follows the classic film narrative trope of not letting you see the body at the end. You never see the place get nuked. You never see the aftermath of BJ's call for the airstrike. So in all likelyhood, the resistance rescues him at the last minute, nukes the place, and the next game will pick up sometime after that moment.
As for the ending, I thought it was alright in that (1) If they get to make a sequel, it will be a good place to pick up from and (2) if they don't, then hey it's a decent place for them to end their time with the series. I hope they make some DLC for this, but I'm not holding my breath.