@bishop113: I see what you mean, throughout the game you get used to Ellie kind of pushing the issue and not just taking everyone at their word so the game ends leaving you wondering if she would push the issue some more. Whether she believes his lie or not, you still kind of expect her to press for more details. I guess they decided to end it there so the player can speculate about what could happen next.
Do they walk down to town and continue to develop and foster this surrogate father/daughter relationship? Or does Ellie bring the whole thing up again 5 minutes after the credits start rolling as they are walking down towards the town? =D
If there is never a sequel to answer any questions, then you can always imagine that like 10-15 years down the line Ellie brings it up and maybe Joel tells her what really happens and.....???