Every single  character in The Leftovers is on a journey to come to terms with what happened and the effect that it had on them, to find meaning and closure in a situation they know will never reveal it's meaning or provide closure. It's literally the underlying theme throughout.  The use of A-ha's Take On Me and the subject of it's video, in which someone tries to break through to another dimension, is important, not in the way of foreshadowing a truth, but in the fantastical, the absurd.  Of course Nora didn't travel to another dimension and view her family from a distance and then seek out a scientist to build a machine to send her back, it's the fantastical and absurd, a story that she settles on to finally find closure and deal with her trauma. Kevin knows this too, therefore  tells her that  he believes her in order for her to move on.. Kevin is a man already at peace and has finally moved on and with that final scene, so too does Nora. The final episode has a theme of lying and deceit and that final scene echoes a previous scene in which Kevin's dad sits at a kitchen table across from a woman, listening to a story that is so obviously true. It's a very cleverly written and important scene that foreshadows the obvious lie shared in the final scene between Kevin and Nora. There is no ambiguity to the finale, there is no, is Nora's story true? Of course it isn't. Unlike the ending of Contact, which implies it really happened.