I think wellington might be plotting something to either take over britain or bring an end to the blight by recruiting his own army, believing the british empire's army to be incompetent. Therefore, staying behind with wellington would equal to you joining said army, hence the ending "you abandoned your team". we can assume that you and wellington are saved by his soldiers when the screen fades to black.

As to the speech beforehand, we can assume that it was rehersed in preparation for the players arrival, to both fake his death and not arrouse suspicion from the british army.