NONE of Anima and Animus' games has ended in a satisfying manner (and thus they have to keep restarting) because the Knights keep coming up with their own agendas.Yuuhi and Sami want to destroy the world, as does Akane; the Cat Knight wants to become as powerful as the mage, and The Crow Knight is just Axe Crazy. There has yet to be a game where all the Knights just want to defeat the Mage without wanting to rule the world/gaining Animus' knowledge/causing an Earth Shattering Ka Boom.
The story is related to BokuranoEach "game" takes place on a different alternate-universe Earth, but it's an earth that's already doomed for some reason. The "prize" is for the winner to detonate the planet in a manner of their choosing. Anima and Animus draw the game out For the Evulz.
Animus reincarnates in the past.Anima and Animus are psychics to the point of being reality benders of low degree. In their final discussion, Anima urges her brother to "seek the knowledge he desires" through reincarnation. Animus comments that if he reincarnated, clearing his karma would require "at least 500 years." Time travel has already been invoked in the series. Inachika Akitani (a palindrome pseudonym in japanese) lived for 500 years (if we can trust his unreliable narration) and had access to the akashic records Animus desired. The key technique for the climax, multi-domain, was taught by this self-described "master" to the two young girl knights he died protecting. It was a particularly Karmic Death if he in fact inflicted it on himself. Unknown as of chapter 62 if it will prove to be a stable or unstable time loop.
Anima is Samidare's Reincarnation.Given the fact that reincarnation was only mentioned at Animus' death, the beginning of volume 10, and that it's been implied that Animus reincarnated into Master then we can assume that it's possible that Samidare could reincarnate after she dies. Anima claims to have some assurance that reincarnation happens and for some reason interacts with Samidare's sister for some yet to be explained reason. If you take some of the throwaway lines that Anima gives over the manga and it opens up to this possibility.