We laughed at the protagonist.

Sticking his hand into a fire thinking it was the way and having it burned off... ok, he was tricked by a greatly trusted person in his life.

Then later accepting that the problem was not that it burned off his hand, but he should have put his entire body in...

Our conclusion was that the ending where you jump in are his friends making a cover story of how stupid he was to just jump in the fire and claiming he in fact did become some invisible divine being, and that's why you can't see him, not because he was a gullible idiot.