I saw The Humans for the first time yesterday afternoon. While it took me a while to get here, I totally understand the ending. It is very thrilling, but is also more realistic than Erik leaving to compact himself, or a ghost being behind the lights and the door shutting.
Click Here To Toggle Spoiler Content
The lady with no face is basically the Chinese lady upstairs. When she walks the hallway to do laundry, Erik recognizes her as the lady with no face. Listening to what Rich said, he takes it upon himself to walk through the tunnel (the door). The end.