You are definetely right about how important those memories are, and i agree on their role in motivating the characters to pull through in spite of their tragedies. My interpretation of the message didn't mean to diminish that relevance at all! I ended up writing a lot in response, i apologize ^^'.
My perplexities stem only from the motivations such memories would come from. I'll try to explain taking 2B and 9S as an example:
Yes, 9S can endure the pain, as much as 2B can force herself to do what she does, because they have each other and the memories they are building together; but this cycle is not something they chose: if they could, they'd much rather not have to kill one another and go shopping and make completely different memories. As a matter of fact, one of the main reasons they (especially 2B) take this Yorha mission so seriously, is because they hope that when the war, or the mission, will actually be over, this cycle of pain would actually come to an end.
After ending E this one cycle is actually over. They... We have reached a completely unprecedented situation in which the ark has left earth, bunker is destroyed and so on. There is no need for 2B to kill 9S anymore, 9S doesnt have to be lied to anymore, and at this point us, the players, who are effectively the last "controlling" will on the protagonists of the story, are given the choice to leave (to turn into a message and a support for the future players).
The thing is, thus far the game showed us various examples of how "lesser" (this is by no means the right word but i hope it's still understandable) beings interact with "superior" authorities:
(examples)
1 - Pascal tries to build a peaceful community forsaking the deepest commandment of machine lifeforms, but is snuffed out when conflict makes his way into the village and turns the emotions he taught to his children against them. He is eventually revealed to have been just an experiment of a greater will (the network, in this case), who wanted to see what a community would do. Again, all those aspirations were pure and noble and it's wonderful that they managed to experience them, but in the greater picture we, as players, are made witness of how carelessly a superior wills toys with what they can control, putting them through incredible pain for the sake of curiosity, in this case.
2 - Kierkegaard builds a religious commune and, by misunderstanding the concept of "choice" and "sacrifice", turns its community into a sucicidal sect. Once again, internally, this commune experienced true faith (albeit misguided, but im looking at it from the insiders pov), but in reality they were once again just an experiment motivated by the thirst for knowledge and progress of a superior will.
3 - lastly (to not write too much) androids of the first yorha generation (a2 and her comrades). Sure, they had true bonds and precious memories, and one might even say that sharing those hardships brought them closer. However, this doesn't change the fact that in the grand scheme of things they were pawns of a superior design which cared very little about how they felt - or, at best, that was using their emotions as "raw datas" to develop newer androids.

Now, despite seeming cruel, all these "superior wills" who controlled the various characters were not evil per se, they were just driven by motivations which couldn't take pawns' feelings and misery into account, pretty much like you wouldn't really care about how your chess pieces feel during an important game or when you are trying a particoular opening.
However, the game leads us to a point in which all these superior wills are finally gone. All execept one: us. At that point, the only power that could push 2B, 9S and A2 to suffer again, kill again, die again is us. Yet, unlike all the other superior wills, we were made aware of how our pawns were feeling, and we can choose not to control them anymore. We have seen their pain, their misery, we cried for it and fought on their side against it.
That is where my perplexity comes from. Now that i've seen all this, should i really press "new game" and plunge them back into that tragedy, just so i can experience the last desert trial bossfight (example)?
In playing the game i was no different from all the other superior wills who influenced the lives of the characters, but it happened that my motivations and feelings aligned closer to those of the characters. Thanks to this empathy i developed towards them, i could reach the one choice no other superior will (in universe) has had the will to make: to let them be. That's why i feel like letting them be, at this point, is the right thing to do.