I saw several comments in my First Lady share (a Macross Frontier hentai doujin, by Tsunken) telling “WTF with that disturbing ending”, I even received emails about that !
So I guess a clarification wouldn’t be entirely useless.

To say it simply, this ends with a parody of Jojo’s Bizarre Adventure, a popular manga serie by Hirohiko Araki, the drawing style becoming that of the Jojo serie, a style so unique no other mangaka on earth (except Rohan Kishibe) is using. And if you know Jojo, that kind of ending is almost boring compared to other things you’ll see in the manga :D

This isn’t the first time that happens, Tsunken has already given Jojo powers to some of his characters in another of his works, Love Crusaders. Try reading Jojo’s Bizarre Adventure, guys ! This is really, really special, but the longer you read it, the less you are able to stop reading, until the Stands appear, and then you’re definitely in love with that serie ;)