His "soul" is taken back to the place where he gave up on everything to save Sita from her seemingly inevitable fate. There he thanks the Goddess who enabled it. She says she thanks him instead because she finally "remembers" it (please note that Sita is the embodiment of the Goddess so, strictly speaking, she herself made Sangmin give away everything dear to him) and in death they are united (the original guy and the Goddess). The new Sangmin also lives with her, but the old one dies with her.