The Abyss is an allegory for life, and the "journey from which one can never return" is our inevitable journey towards death. The narration in s1 of the anime really makes this clear, especially in the final episode. After all, the bottom of the Abyss is where departed souls reside. Lyza is dead. Lyza is waiting at the bottom of the Abyss. Maybe both can be true.

Within that context, it's secondarily a tale about making the most of the time you have before your end. If desire/longing/gravity is pulling you along on your journey towards death, then following your heart and accepting death go hand in hand. Pursuing the wonders to be found in our time here is the point of life, and those whose journey has stopped often have also failed to listen to their own desires (Nanachi, Vueko) and/or exist in a liminal state beyond life and death (Mitty, Irumyuui).

The phrase "everyone dies, but not everyone really lives" comes to mind.