I thought the end was heartbreaking, too. I really like Vaughn! But, you know how it goes. Once the couple actually gets together you lose the anticipation factor. So, I guess they had to do something to spice things up. Will has always been in love with Sidney, so I won't be surprised to see a love triangle next season (or love quadrangle: Will, Sidney, Vaughn, his wife)...
I also questioned why Sidney's Dad didn't come for her. I mean, your daughter has been gone and presumed dead for two years, and you send someone else? AND... What did Vaughn mean when he said they sent him "back" to explain things? Back from where? Back in time? I can't wait for next season!