In the "bad" finale, all of P-3's allies are all too eager to support him going on a Roaring Rampage of Revenge, the Atomic Heart exhibit Crosses the Line Twice to nail how horrible Sechenov is, and at the end the Limbo cat appears in the real world. If you stuck around for Sechenov's Limbo monologue, he asks if you're sure which world are you exiting into.
It's possible that P-3 is still in Limbo together with Chariton, subdued in a fantasy of revenge while Sechenov's plan proceeds as planned.
- It turns out that the ending was indeed real with the “Trapped in Limbo” DLC, where we have to escape from the Mental World
In a future sequel, P-3, who is tired of being manipulated to do bad things for people who sees him as just a tool, he will stand against the USSR and rally a rebel group to free the world of it’s tyranny. The USSR for their part, will send their soldiers and real military robots against him and the rebellion, introducing new enemies such as ordinary human soldiers.
- Alternatively, Zinaida can come back as an ally after the Trapped in Limbo DLC continuity since we are allies in that continuity.
Katya truly is gone and Tear is just that, memories.
- Jossed, Teardrop is indeed Katya trapped in Limbo, and she even confirms she has been trapped for 3 years.
NORA will come back in the DLC and help us exit Limbo. She will also snarkly remark how she told Sergey to remove Charles from his glove. And yet, he didn’t took off Charles.
- Jossed, she is nowhere to be seen in the DLC.
It has been mentioned that the USA has been in a declining state due to high levels of unemployment. Maybe Mundfish will make a game with USA as the setting and during The Atomic Heart project in motion, where we play as an American soldier who needs to take the enemies down.