The Ending

Before Matt leaves to go track down his friend Jake, he a Kitty hinted to each other that they would probably be together when he gets back. But once he gets back and kills Mannon in their gunfight, Matt just looks up at Kitty in the window with a cold look on his face while she looks down at him with a tear running down her cheek. Then he simply turns around and walks away, never to see Dodge again. So, what happened?? Why did he just leave Kitty and Dodge like that?? This made no sense to me.