I agree that it shows that the world is bigger than we think. I also agree that it doesn't have a sense of closure at the end. It also doesn't give a sense of happiness or hope at the end.

Yep, it's a pretty depressing ending, with Daal leaving with the Sith Mother (until I read her name online, I wasn't even sure whether she was supposed to be good or evil), so off to become a bad guy.
Also really surprised, the voice actor for the Sith Mother was Angelica Huston, which for such a minor part seemed to waste of someone so talented.

You're right about it being depressing. While the background music wasn't depressing, it did have a sense of foreboding. Like the background music at times in horror movies giving a sense of foreboding, warning the viewers that something would be happening soon. Something terrible. Something horrible. Something dark.

I didn't pick up on that on a first watch, but rewatching you're completely right. I suppose it's the way they say, if music is done right you don't notice it, and they did it right on this episode.