there's sooooo much meaning in mark turning and walking back towards helly and so many layers to the scene in terms of both emotions and narrative implications.
up to this point they both thought they were about to die. mark would get gemma out of lumon for his outie, turn into him and wait on his mercy to be sucked into his consciousness in a capacity that might render him into nothing more than an echo or a ghost, and helena would never turn back into helly because mark scout and gemma would expose lumon and terminate the innies' existance. mark s. is staring at this oblivion when he's staring at the door and the woman he doesn't recognize calling out for a version of him that needs him only for the labor he can provide for him in dulling his pain and earning his money and rescuing his wife.
when the red lights turn on over helly she thinks it's already over, that mark got gemma out and she'll never get to see him again. britt said the alarm reminds her of her escape attempt at the staircase, so this is where she runs to on impulse, for the slightest chance she might be able to see him again.
when she calls out his name it's just a single word to all of gemma's cries and pleas, but it's the only time in this scene when "mark" denotes him, the innie. her voice and the sight of her at the end of the corridor ground him back to himself, remind him he is a person, he has people who care about him and love him and want him because of who he is, not who he could be, and that he has things he wants and people he doesn't want to lose. he might have nothing in this world built just to control him but he has this choice and he has her and their love.
when he starts walking to helly he's made that choice with every atom of his body, but she still doesn't understand, she's thinking maybe he wants to tell her something, maybe he's coming just to say goodbye. it only hits her fully when she sees his expression, all the love and desire and rapture there, all the feeling in his heart, that this is real, that he's making this choice, which means she's not about to die and she's not about to lose him. the girl who didn't want to live half a life has become the only thing he wants to live for. it's this sublime moment of disbelief and relief at the enormity of salvation that can be achieved through your actions when you didn't ever hope you could be saved.
and then he takes her hand, and nothing exists in the world but them anymore. the world was built for lovers all along. he looks at her like he wants to drink her in and she finally lets herself have it, lets herself feel joy and pride and this conviction, my love mine all mine, nothing in the world belongs to me but my love does. and triumph, too, she chose well, she gave her heart to him and he's more than worthy of having it, and love as a source of power and lust for life, if it's the two of them against the world nothing can stand in their way.
the music is enormously important here, it coocoons them in their emotional journey, shelters them from the incomprehensible anguish of the outsider. this moment is only for them, their connection something they built and earned and will continue to fight for, independently and in spite of every controlling entity in their lives.
it's an action that is also a statement, a discovery and definition and actualization of self, i'm this kind of person, i'm the kind of person who wouldn't lose you. it's a rubicon moment, a point of no return which is the start of time, a line whose crossing will remap their world.
what he did is life-defining for both of them, the choice to put themselves and their love first, the choice to say i am a person worthy of life and joy and agency. the triumph of the human spirit over the dehumanization of the dystopian narrative.