Prepare yourselves for a bummer, Shmoopers.
The narrator warns us not to get too excited near the end of "The Man of Law's Tale," when Custance returns to Northumberland with King Alla. For, "Who lyved evere in swich delit o day / That hym ne moeved outher conscience / Or ire, or talent, or som-kyn affray, / Envy, or pride, or passion, or offence?" His point is that no matter how great the happiness one enjoys, some circumstance or other will always manage to come along and stomp all over it eventually.
Similarly, before the Sultanness is about to kill all the Christians, the narrator decries "Sodeyn wo, that evere art successour / To worldly blisse" (421-422). Yep, this one's all about the cruel fates and the unlucky movements of the stars. See? We told you it wasn't uplifting.
All the pessimistic comments mentioned in the tale create an overall aura of what you might call fatalism. Basically, the narrator seems to think that horrible things beyond our control are always just about to happen to us. In other words: we're all doomed to suffer. So quit yer whinin'.
It's really not much of a surprise, then, that the tale doesn't have an entirely happy ending. It seems pretty fitting when Alla dies less than a year after he and Custance return to Northumberland. When the virtuous Custance must go back to Rome a widow, it seems totally in keeping with the narrator's Debbie Downer view of the world.
But Wait...
Some people think, though, that there's something else going on with this ending.
Unlike the somewhat similar Canterbury Tale character Grisilde, who, like Custance endures the adversities of fortune (her cruel husband) only to live happily ever after, Custance comes from a completely different cultural background from her husband. Maybe, despite Northumberland's conversion to Christianity, Custance simply can't stay there because she doesn't really, truly belong.
In that case, her return to Rome represents a return to the way things should be. And it makes us question the wisdom of her father's decision to send her out of her country and away from her culture in the first place.
Plus, the completion of the Tale in the same setting in which it began gives this far-ranging story a nice symmetry, don't you think?