We start out with love, we finish with pain and loss; that's the deal. Ennis ends up with Jack's shirts hanging under a postcard of Brokeback Mountain, and all he can do is step back and look "at the ensemble through a few stinging tears" (156). A lifetime of love reduced to a makeshift sharing in a horse trailer? That's pretty sad for a love that deep and abiding.
And that's really the point. If they were guy-and-girl, they could have gotten together and lived their lives in peace. Probably had a few kids to boot. But as it is, Jack's gone and Ennis is scarred for life with loneliness and grief… all because they're both men.
Despite that overwhelming sadness, though, Proulx still wants to remind us of how special their love was. Ennis dreams about Jack, "and he would wake sometimes in grief, sometimes with the old sense of joy and release" (158). This wasn't just an affair—this was love. Why else would it have stuck with Ennis for so long? The ending helps remind us that what they had was very real, which makes it all the sadder.
But before we get all mopey and reach for the tissues, maybe we should remember Ennis's advice: "if you can't fix it you've got to stand it" (159).