You probably didn't catch the ending because it's a reference to the final episode of an american TV show. I only know it myself because it was referenced in a sitcom.
Anyway, the fact is right now we're not making more Vanguard stories, so if anyone wants to think it was all a dream they might as well do that. It makes no difference. However, if we ever decide to go back and do more stories we can simply ignore that part (and the whole "Mick's house" sequence) and dismiss it as a joke.
