There are no overtly alien elements in the last shot. The single sun, the rock formations, the puddles, all are things that could be seen on Earth. (At Yellowstone National Park, for example.)
Gault wouldn't have a whole lot to do, storywise, if he really was on an alien planet. Just wander around, never meeting anybody, and die of starvation? Unlikely. But if he's on Earth, he gets to provide a counterpoint fish-out-of-water perspective, like Stokes's. (And unlike Stokes, he doesn't even know Ascension is a sham. Won't it be interesting if he runs into Stokes?)
Last, but not least, the show likes to homage classic SF, and Robert Heinlein wrote a very similar scene in "—And He Built a Crooked House—": people fall through a dimensional portal into a weird desert landscape, think they might be on an alien world...and then find a highway and learn they landed in the Joshua Tree National Forest.