Way back in the day, I had to stop playing. I think I quit at the flying Colossus. I just couldn't keep doing this, and I considered that a valid ending to the game.
I did go back many years later and force my way through it just to see what happens, and I've got to say it only validated my original decision for me.
I mean, I think it would ruin the art of the thing a bit, but you kind of should be able to just walk back across the bridge and go back home.