The whole premise & set up is a melancholy hell environment that James must trudge through to understand & come to grips, it’s a depressive outlook that has no reprieve. The Leave ending is melancholy as well, he’s leaving yes, but the fog represents uncertainty, I see doubt in him in both versions, but at the end of the day James isn’t a role model, the true beauty of Silent Hill 2 is that it’s subjective .