Poor Sasha. Things don't seem to be looking up for him at all. When we last see him, even though he's met a nice lady who has offered to take care of him, he's standing in a whopper of a line to try to get into Lubyanka prison to visit his dad, who's not the awesome guy Sasha thought he was. Yelchin's illustrations of this line are chillingly effective: it goes on for pages and pages as the line snakes down the street and off into the distance. The nice lady informs him that he'll be waiting in this line for three nights (30.23).
As they wait, the lady asks Sasha whether or not they will be able to sort out the "mess we got ourselves into" someday (30.31). And from this, it's clear she's not just talking about their wait in the prison line. No, she's talking about the entire Soviet Communist system that they're living under. Her conclusion is, "We will [...] But for now, we have a lot of waiting to do" (30.33). And they do. And that's the end of the novel.
So, we're left hanging in the end, with no real conclusion to the tale. Sasha's dad may be alive in Lubyanka, or like Finkelstein's parents, he may have already been executed. We just don't know.
And that's probably Yelchin's larger point—that the Soviet political system was pretty arbitrary and random, and there was little logic in its operations. In Yelchin's view, it was basically a destructive machine that tore apart families and destroyed individuals through extreme psychological stress (if not by outright execution). Some of this is mirrored in how we get no clear-cut resolution in the end. Sasha's just one of many whose lives have been ruined by The Powers That Be.