The end of the Season 1 finale is part Tear-Jerker, part Heartwarming. To sum up: Tsugumi refuses to send Hajime to hell, despite Ai's attempts to manipulate her with twisted memories of her mother's death. She then proceeds to tell Hajime how happy she was to be with him and go places and do things together, like eating dinner or even watching TV - how she's happy just to have him, even though her mother is gone.
"I miss Mommy. I'll always miss her. But Hajime...Daddy...I'm okay because I have you."
- This exchange becomes even more of a Tear Jerker come Season 3, where we learn from the now-adult Tsugumi that she and her father have drifted apart and lost touch, and that he basically became tired of trying to convince people not to condemn themselves to Hell.