The clincher is that the lights go off in the apartment, and Erik can't get them to come back on despite fiddling with all the circuit breakers, yet the hallway outside the apartment is revealed to be brightly lit when he opens the door.
That whole business with the lights and the circuit breakers reminded me of certain dreams I've had where the lights are off and I can't get them back on because the light switches don't work properly. I do think that Erik has fallen into some sort of insomnia-induced nightmare at this point in the play. So maybe it's not supernatural per se, but there's been a dramatic change in perspective.
This is probably obvious, but his entry into the brightly-lit hallway echoes his dream, discussed earlier in the play, where a faceless woman beckons him into a tunnel. He found it scary in the dream, but his daughter's partner tells him it's a sign of positive transformation and that he should go into the tunnel. That's exactly what he's doing in the final scene.
The woman he sees is not the faceless woman from his dream, but an old Chinese woman. Note that the weird noises throughout the play have been attributed to an old Chinese woman, but that his wife teases that they're really being caused by the faceless woman of his nightmare. The two, in some sense, have therefore been equated during the course of the play.
In general, I think the noises and the lights going out should have scared the wits out of everyone, but they find reasons to pretend that it's nothing out of the ordinary. I've had noisy neighbors, but nothing like that. These are signs of danger and doom, on a supernatural level, but the family chooses to go through the day in denial. And most of the characters can be said to be in denial about things in their non-supernatural lives.