Hah!
I tried to find where on Facebook he said it for seeing the context, but couldn't find it. Oh well.
I personally interpret the ending as if Hellboy is walking away from the reader (and creator) into the story matter itself, as if crossing a horizon, with returning to more familiar *strange places*. Like how the voice of a storyteller becomes detached once the story becomes fully told, the comic book reaches its last page, into the last panel. And that's that.
I do think however that Hellboy is to show up one final time, being on the battlefield of Vigrid, once the apocalypse is actually coming to pass, as not having actually occurred yet, since the actual dragon or 7th incarnation of the Ogdru Jahad as yet still remains emprisoned and with it mankind as not having been destroyed.
Which seems an image sort of like Atlas needing to be holding the world on his shoulders, as more rather an allegory - the story continuity wouldn't even have to be touching on it, since it would be apparent like as doom itself. Plus noone living could be to really witness it anyway, since the end or the apocalypse would be rather deadly!!
The allegory to such being, that eventhough the world hasn't been destroyed the reader could already long have been recognizing or be to sense in Hellboy's eyes that he (and only he) would be the one having to end the world due to being the ultimate doombringer.
My sense is that in this way Hellboy's ending was set in roasted-peanut-scented stone all along, eversince his beginning.
That's what I think, and I like it .