Long post warning-
Okay I haven't played this game yet, just the demo. But I did read all of the spoilers (silly me), and I see a lot of complaining about the ending being abrupt and not actually explaining anything or closing out, including details about why it didn't do this. Well, sure for a normal game that would be bad, but don't most pilots generally always do this nowadays? Pilots are made primarily to get you excited about a full season of episodes, so a lot of them intentionally leave you with a cliffhanger that makes you want more.
Take for instance the newest Scooby Doo TV series, which had a very similar feeling to Tethers, at least from the demo. It ended on practically the same sort of note, with the actual mystery just getting DEEPER and with ALMOST NOTHING being explained. The purpose? To get people interested and excited and to set things up for a full season, again. A lot of TV pilots do this, even if the following episode is only to finish off that particular story, and let the rest of the episodes be more self-contained. Anyway, as some silly person who hasn't played the full game or seen the ending, that's why I think it ended that way. Isn't that what the pilot program is all about?