Now, that would have been an appropiate ending to the series; Mal going 'down' with the ship, and the others left to fend for themselves.
Mal = big daddy holding people's hands, and teaching them the ways of the 'verse in his own way. The ones who really have benefitted from this, are Simon, River Kaylee and ... Jayne. Believe it or not, I say Jayne as well.
That last look he gave Mal just before barging into the shuttle? That was a look of 'I wanna hug you dude, but it would be so uncool. Good luck, anyway.' *scratches head* He's found family in Mal, in a way, I think.
They're all like one, big family. Not saying that it's a happy one, most of the time.
Of course, it's one AM, I've taught my nephew to curse in French today and I'm tired. Ignore this, if this doesn't make sense.