I thought they ended it that way because the second season was canceled o_O.
I think I've heard someone say that s1 was supposed to be about his past and s2 would be about Guts looking for Griffith or w/e.

Anyhow, I didn't really like the ending. I needed soemthing to conclude, for something to register in my brain that "It was over" , but it wasn't like that. It kind of left me on a cliffhanger.

I tried reading the manga, but I just can't stand reading that stuff. Animated stuff looks so much sexier.