It may be just me, but I think that the gates are a representation of their love. They've begun to grow apart, but neither of them acknowledge that and instead they've kept trying to reconnect. You can see the look on Mary's face doesn't just say sadness, it says giving up. She's letting him go and allowing a wedge to get between one another, the wedge being represented in the form of the gate. She realizes that they're already going on different paths that can't seem to meet in the middle. They don't even say goodbye, they just stare longingly at each other before Francis turns around and rides off. It hurts me that they didn't say anything when they knew it was possible they'd never see each other again. I feel bad that Mary is left at the castle waiting for Francis and hoping that he'll return because she loves him.
