The ending made complete sense to me. The Shen family, at this point in the narrative, had essentially served their purpose. They altered history just enough to where it originally was altered: down to painting the portraits of their ancestors that they have enshrined in their original timeline. Jicai also helps Lin Yan take his revenge and then marries him like she was always supposed to do. So ofcourse the Shen family are transported back into their original timeline.
And it makes perfect sense for everyone to lose their memories of the Shen's existence. Otherwise, it would have changed the whole course of history. Modern food would have become an ancient staple. Many modern advertisements/marketing practices would have become the norm. Not to mention the Shen's very modern views on societal status, heirachy, feminism, slavery, etc. once introduced into archaic society, would have repercussions far down the line, changing the course of history as we (and the Shen's) know it. The ripple effect would have impacted their very existence. So all traces of them are destroyed, the memories of their existence erased.
Which is not to say that their time in this timeline didn't have any impact or that it was pointless. Just as the Shen's return back having undergone subtle changes in their character (keeping their individual arcs/internal growth intact while not having any real memeories of what influenced the changes), their existance has similarly subtly shifted the course of history and influenced people's thinking enough for it to organically create change and lead to the present timeline.
Lin Yan is the only one who remembers bc he himself is also a part of the time travel paradox. Just as he is irrevocably altered by the Shens, his actions will influence future events, and their lives, ultimately sending them back to the past. It's the classic that comes first, the egg or chicken paradox. Lin Yan is an indelible part of the paradox.
Also, to the people complaining about Lin Yan going crazy, believing his wife died in the fire, and dying alone, that's not what happened??? Of course, Lin Yan knows Jicai didn't actually die in the fire. He watched her shimmer and dissappear in front of his eyes. Plus, her whole family vanished right after, and no one, except him, seemed to remember anything about them. He knows she went back in time. But there's a difference in knowing your wife and her family are time travellers from the future and actually having to reconcile yourself to the fact that they have gone home to a place you can not follow. His desperate search for traces of Jicai isn't bc he can't accept that she's gone. He doesn't want to believe it.
If the trauma of losing the love of your life wasn't enough, everyone around you wants to convince you that your memories aren't real. A concussion is a very plausible reason to be confused about what actually happened. But is it enough to have dreamt of a whole life with someone? To have found another family to finally belong to?? It's enough to drive anyone crazy!
But Lin Yan didn't lose his mind. He was very lucid about documenting everything related to the Shen's and trusting in his memories even if everyone else around him thought he was insane. He was single mindedly focused on re-creating the diner, down to the last detail, so when his wife returns, she can find things exactly the way she left them. He never stopped believing, wishing, hoping, dreaming that she would one day return. The alternative would have been too heartbreaking to contemplate.
Lin Yan has always been a man of singular focus. His heart has never been in officialdom. He became a prefect just so he could find the truth about his parents' massacre, clear their name, and seek revenge. Beyond that, he had nothing to live for or look forward to. Until the Shen family came into his life. Now that they are gone, his focus has shifted to finding some way to preserve their traces and maintain the timeline, all in the hope that they find their way back to him. So he spends his whole life waiting till they finally meet in another life. Only this time, it's Lin Yan's soul travelling forward thousand of years to find her. If that's not the most perfect ending to that story, I don't know what is.
