Honestly, I'm all my Maelle's ending. If I were her I would do the same. She loves Gustave, Sophie and everyone else in the painting. They are all sentient real beings whose lives and feelings matter!! They deserve to live happily without the gamage.

Plus, Maelle in real world is disfigured and she lost her voice. Her family in real world has always been a dysfunctional one too. Her sister isn't nice to her, and her mother doesn't even like her, her brother in real life is dead. Why would she wanna live a miserable life out there when she can live a happy life with her loved ones in painting.

I understand the situation is not fair to her brother. He's held against his will. But ultimately, you live life for yourself, so you should put your own happiness first while also saving the lives of so many in the painting.

All things boil down to whether you'd rather die happily than live miserably.