To specify, the entire game, Gabriel's goal was to bring back Marie and this single thing is what fueled him. But at the end of it all, he learns the God mask can't bring back the dead (at least, not in the way that he was hoping for), but rather, only allows the user to see through God's eyes. Marie then ascends to heaven with Gabriel repeatedly pleading with her to stay. With a heavy heart, he ultimately lets her go as she insists that it's her time now. This is already heartbreaking enough but then as if to twist the knife in further, he then witnesses Claudia's spirit and can only offer her a weak smile that doesn't reach his eyes. She then ascends up to heaven as well and the last thing that we see before the credits roll is Gabriel losing his composure, falling to his knees and letting out a silent skyward wail as he finally allows himself to breakdown and cry as he realizes that although he had essentially saved the entire World as we know it from Satan and The Lords of Shadows' threats, his true goal could never be accomplished and all his efforts and all his fights ended with him completely alone with no one to comfort him.
There are a hell of a lot! The tragic death of Claudia and her Black Knight at the hands of Gabriel. Later, Pan's Heroic Sacrifice. Finally, the revelation of the horrible truth about Marie's death.
This is only topped off in the DLC where:
Laura sacrifices herself, by having Gabriel drain her of her blood in order to stop the demon breaking free.
Gabriel makes his ultimate sacrifice, both knowingly killing a person who is still physically and mentally in some ways a child, as well as becoming a Vampire. All of which damning his soul from ever being with Marie in the after life.
