**Contains major spoilers for The OA season two**

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I thought The OA should have finished after season one. A lot of viewers found the ambiguous ending frustrating, but for me it was perfectly balanced, supporting both possible explanations for the fantastical story we'd just been told: either it was true or it was a figment of central character OA's imagination – one that had nevertheless inspired in the kids who heard it the courage and belief to do something they would otherwise have been unable to, and which potentially saved numerous lives.

When they performed 'the Movements' taught to them by OA, did the mystical properties of that act prevent the gunman from carrying out a potential massacre at the school, or was the sight of a group of children standing up in the middle of a canteen doing synchronised avant garde dance moves – while everyone else crouched under tables fearing for their lives – simply so weird that it distracted the gunman long enough for him to be captured?

Either explanation works. If you want to believe in magic, you can, and if you want a real-world explanation (which contains magic of its own nonetheless) there it is. And best of all, if you don't want to settle on one or the other, and instead enjoy the ambiguity itself, you get that option too.

I loved that, and if The OA hadn't returned for a second season I would have been very satisfied with it as an ending to what is a rare gem in these days of re-commissioning-to-death – an elegant, self-contained single-season drama.

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So how do I feel about the news that Netflix has decided not to renew The OA for a third season? Well, it's a disappointment – creators Brit Marling (who also stars as OA and her multiple, multi-dimensional selves) and Zal Batmanglij (who directs) say they have the material to complete what was intended as a five-season arc, and it's clear the show had so much more to give and so many places to go – but I also can't help feeling that if this has to be the end for The OA then it's at least a fitting one.

Season two was a gorgeous tapestry of captivating ideas (a world wide web made of sentient trees, a giant telepathic octopus, pocket-sized machines that performed the Movements automatically) and beautifully composed, gorgeously rendered visuals – and dreamlike moments that will remain with me.

It had a great new character in Kingsley Ben-Adir’s thoughtful, open-minded private detective Karim and it provided more intrigue with a plot about a mysterious computer game and an old house filled to the rafters with puzzles.

The OA was never going to become anything approaching ordinary but if the extra plotting, and the increasing need for exposition, threatened to send it more in that direction, the twist at the end of season two brought us back to the delicious ambiguity of the season one finale.

As the final moments of season two play out, Karim finally finds his way to the fabled Rose Window at the top of the puzzle house, but when he pushes it open what he sees blows his and our minds.

The house is part of a set on a sound stage and below him an actress named Brit Marling is performing a stunt in what looks to be a TV show with a plot very similar to The OA. As the stunt goes wrong, someone we recognise as Hap, the man who has been using OA in his experiments, intervenes – but identifies himself in a British accent as "Jason Isaacs", the name of the English actor who plays Hap in the real world.

In one fell swoop, this throws into question everything we thought we knew – or rather, it takes the many bizarre things we still didn’t really understand and dwarfs them in relation to the bigger questions we're now faced with.

So while I'd love it if the campaign to #SaveTheOA worked out and we got to see more of this delightful madness, maybe this isn't the worst way for it to end.

In three seasons' time we might finally get some answers – but then having an explanation laid out in front of you is often disappointing. An enigmatic ending like this means the magic remains, and we'll always continue to wonder.

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And I can't think of anything more OA than that.

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