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I feel a bit conflicted about some of that, to be honest.
I beg your pardon for not using spoilers here, but since I already spoilered Dawntrail in the top level post and we're talking about the previous expansion, I'll assume it's okay. People worried about FFXIV spoilers should skip this!
So, on we go:
I take Shadowbringers/Endwalker as something of a duology, and one that noticeably retcons Hydaelyn, Zodiark, and the Ascians. If you take ARR at face value, its depiction of the Mothercrystal has different implications to what we eventually find. In ARR, the first glimpse we get of Hydaelyn comes with her introduction: "I am Hydaelyn. All made one." That is a strange thing to say in light of SHB/EW, where Hydaelyn instead becomes a being of division, fighting against Zodiark's mission to make all one. But she was clearly something different back then. It's just that most people don't care about this, because ARR-Hydaelyn was in the distant background and not very important, and SHB/EW knocked it out of the park story-wise.
However, it becomes even more evident with the Twelve, which disappointed me because previously they seemed to be portrayed quite positively (recall that 1.0 ended in an act of communal prayer to them!), and the religions around them were likewise presented sympathetically. Even the Ishgardian church, though flawed, didn't have those flaws reflect upon Halone herself, with the Scholasticate quests suggesting that the way forward is to be more true to Halone's teachings, not less. In general FFXIV has been quite positive and sympathetic towards religion (witness the militantly atheist Garleans who hate all things of faith, in contrast to the way the heroes are generally politely reverent, even with other people's religions, like the kami in Stormblood), so I hoped for that to continue.
Well, the Endwalker raid isn't hostile to the Twelve, as such. The Twelve are all genuinely good and presented sympathetically. However, I feel a bit that, like Hydaelyn herself, they are reduced by being suggested to be born of the Ancients, and the story of the raid itself isn't inspiring? The gods want to leave the world for... some reason... so they choose to vanish?
I interpret this as being related to a more general theme in Japanese games, and especially Final Fantasy - the death or at least vanishing of the gods. The espers and magic leave the world in FFVI. In FFVII, an evil corporation whose name is literally "captures gods" (神羅) plunders the spiritual realm for profit. In FFX, the dominant religion is false and the divine beings of this world need to be slain. In FFXII, the closest there are to visible gods, the Occuria, must be thrust back so that humans can take control of history. And so on. It's even more visible in other JRPGs, where killing god or the gods are common endgames.
My theory is that this is because of Japanese history and the shock of industrialisation. The kami were real, and the people were surrounded by these spirits of nature, and relationships with those spirits needed to be maintained for overall harmony. But then the Westerners come along, bringing new technology, Japan rapidly industrialises, and suddenly human power massively exceeds that of the kami. We don't need the spirits any more, and indeed we can do things they never dreamed of. It's a massive cultural shock. What is the place of the gods in the new Japan? Western industrialisation took a few centuries so there could be a process of adjustment, but for Japan it was a very rapid shock. Naturally a lot of Japanese media starts exploring questions like, "Are the gods gone? Is the time of the gods over? What does that mean for us now?"
FFXIV does not consistently suggest that everything to do with the gods is gone forever. If you talk to the Watcher on the moon, he says that in a sense Hydaelyn will always be with you. The Twelve themselves, at the end of their raid, talk about returning to the Lifestream, but they also wish to be reunited with Oschon when he's ready to go too, so it doesn't seem like they're embracing annihilation. In this year's Rising, Deryk/Oschon cameos and says, "In every festival is imbued the hopes and dreams of mortal man. You implore the gods to listen to your pleas, and they hear you. They still do." So it hasn't gone quite as far as saying that the gods are all dead and now you're in an atheist cosmos. There may be something more (I remind myself again that Venat feels a kind of immanent divine presence, after all), but the game is not willing to authoritatively name that presence.
But it's still in this awkward place where it seems that faith is good, but any specific object of faith is undermined somewhat.
Anyway, I understand your disappointment, and I think I'd agree that FFXIV has already hit its highest point. Still, a decade is a pretty good lifespan for an MMO, especially if I compare FFXIV to what FFXI did with story, and sometimes a graceful winding-down is preferable to endlessly trying to escalate and becoming WoW.
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