So. Alchemy is Edward's religion.
He now knows for a fact that equivalent trade isn't reality, and yet he stubbornly persists in believing it. He doesn't want to live in a world where it doesn't exist. All these years he's been hanging onto it desperately because it's his only hope.
I find it ironic that this is exactly how Rose felt in the first two episodes. I'm thinking that, now that she's snapped out of whatever Dante's done to her, she's going to somehow help Ed and make him realize once and for all the truth. This would basically reverse the roles they had in episode 1, and make a fitting end to the series.
Notice that in the old Touka Koukan speech, Al says "Back then we thought that was the truth of the world." Meaning they don't believe in it anymore. Seeing how the concept has been developed so well in the past two episodes, I can see this happening.
Besides, why else would they have Rose there? I may be a fan of the pairing, but even I think it would be pretty random to have her there without her playing some important role (besides the baby and body thing).
Oh, and randomly, I actually did the sign thing today. Though explaining it was harder than I'd imagined. Very awkward. Damn my poor social skills. Ah well, I have endured public humiliation for his sake. That's my sacrifice. :P