Arc Fatigue: The whole "betrayal" thing with the Gun-Swordsmen got stretched out way, way too long. It wouldn't be so bad if we got to see Melan and his friends finally get over this and act like the team they're supposed to be for more than one scene. It would have been even better if they actually got to fight the Final Battle.
Esoteric Happy Ending: If you think that Marin goes to Brigadoon with Melan at the end, that's a truly strange ending. What kind of future can there be for a thirteen-year-old human and an alien robot?
The other way around, while better in practical terms, is just as sad, seeing as they most likely never see each other again.
Not to mention the fact that some of the villains namely Kuston and Lulu/Aloma are still alive and could potentially still cause some problems.
There's also Creis, whose name, duty, and powers are almost identical to those of Christ, and the Day of Pasca, which shares many similarities with the resurrection story behind Easter (and believe it or not, Easter is called Pascha in Greek).
Iron Woobie: Melan endures all kinds of punishment without complaint.
The second volume of the soundtrack has Marin and Moe singing a duet version of the song, and includes some of their fluffy friendshippy dialogue from the show. So sweet it can cause cavities!
The Untwist: The true identity of the Big Bad might come as a shock to some or a disappointing anticlimax to others.
Aloma and Lulu's similarities are so painfully obvious; they couldn't possibly be the same person. Nor could Lulu be behind Brigadoon's troubles. But he is.
There's so much of this in the final episode that it's ridiculous. First we have Chroma showing up with a new batch of Reikons just in time. Then there's also the fact that Marin turns out to be stronger than Creis Marine, allowing her to be The Chosen One after all. And then out of nowhere, Aloma gives The Reveal that Marin is Creis Marine's prototype and thus her ancestor, but it doesn't answer any questions about Marin's true origins.