I'm not sure if I like the way it ends either, but the amnesia angle makes it ok, I think.
Maybe I liked it because I've always liked short stories where the situation seems absolutely hopeless except for the teeny glimmer of hope left hanging at the end.
And then I read Kafka and it all goes away...
Check out some of the other strips on that page.April Fooled
is a total hoot, and I'm about halfway through Bus stop