In Panzer Dragoon Orta, the dragon's whole reason for fighting: Sestren is practically destroyed and the Towers are permanently disabled. Everything the Heresy Program sought out to do in the first three games is complete, so why is the dragon still fighting for Orta, even though it's rendered vulnerable without the aid of the Heresy Program? Because Edge helped complete its mission; now, it wants to protect his and Azel's child, even if it means death. This leads to such a Tear Jerker at the end after defeating Abadd, "Hey...what's wrong? Open your eyes...please?"
Azel's recording to Orta when she and the dragon upload themselves into the remains of Sestren:
While the other games end as a downer, Orta subverts this at the last moment in The Stinger: as Orta walks into the vast landscape seemingly alone again like she was in the beginning, following her is a baby dragon pup. You realize the dragon never intended to leave Orta behind without someone to guard and watch her. Though the dragon may have died, its "heir" will carry on the dragon's will like before.
Although somewhat played straight in the final episode of Iva's story. He succeeds in activating the ancient weapon just in time to drive off the Dragonmares, giving off such a spectacular light that the Seekers and soldiers of the Empire lay down their arms to gaze upon it, allowing for a brief moment of peace (a rare sight in this series). Exhausted, Iva falls to sleep with Emid by his side, remembering his father, his friends and the beautiful light, perhaps realizing his disease has caught up with him and will not wake up again.