Lol, you tell us!
No, seriously. Right at the end of Marlow's visit with the Intended, he tells us that he couldn't tell her the truth about Kurtz: "It would have been too dark—too dark altogether …" (3.86). And then we scoot back to the top level of the frame, where the flood is receding and the unnamed narrator tells us that the "tranquil waterway leading to the uttermost ends of the earth flowed somber under an overcast sky—seemed to lead into the heart of an immense darkness" (3.87).
We suspect these two "darknesses" are related. (You think?) When Marlow tells us that he lied to the Intended to preserve her vision of Kurtz as a good crusader bringing light to dark Africa, is the point of the story to make us realize that there's just as much darkness in Europe as there is in Africa? Are we supposed to imagine the Thames flowing out into the ocean and then mixing with the waters flowing out of the Congo? Are we supposed to close our book and throw it across the room in frustration?
Well, maybe. Here's a thought: the ending of Heart of Darkness is intentionally vague and ambiguous because we humans are vague and ambiguous, with good and evil, civilized and savage duking it out in our souls every single day. (That is, unless we're women, in which case we're just pure and beautiful. Score!)
In other words, we're saying, we suspect that the ending isn't supposed to give us a clear answer about what all this means. Remember that for Marlow, the meaning is outside of the text, and not inside (1.9).
And what's outside of the text is… us.