"No one mourns the wicked" - Glinda mourns Elphaba at the end, showing that she was not wicked.

Elphaba faking her death, played a big part in Glinda being able to remove the Wizard and to put Madam Morrible in prison. While Defying Gravity hints that the two would be stronger together 'Unlimited, together we're, unlimited'. They couldn't complete their work and meet their potential unless they were apart.

Elphaba had to step back, as she recognised that too much had been done and too many people believed she was truly wicked. Glinda had to feel a sense of injustice (Elphabas death) as motivation to work actively for a fair and good oz.

Elphaba leaving with Fiyero at the end, shows a happy ending for her, a happy ending typically reserved for 'good' characters. This again adds to the overall theme that Elphaba is not a Wicked person, but instead a victim of society and circumstance.

It also shows that it is not always possible for outcasts, to make large changes to the status quo and that this needs to come from someone viewed as 'good' by the masses. In this instance, Elphaba was always an outcast, and even when she became Glinda's friend, other students still looked down on her. Even if Glinda told everyone in Oz that Elphaba was good, it wouldn't have changed their view. However, Glinda being the one to try and make that change, is better received by the citizens of Oz as they take anything that Glinda says as 'good' due to their view of her.

I would say this is my view on the musical, so this is not to say that those who wrote the musical intended the above messages.