Wow, looks like I got some catching up to do. Been too engrossed in Prince of Persia
I think I must be about the only one who doesn't like day 9. Not from a storytelling point of view, but simply because of the gameplay. Go around once, pick up everything, go around twice, use everything in the right place, go around thrice (okay, it's only a couple of rooms there but still ...) Also, that last bit had me stumped for a long time due to machine speeds. It only worked when I manually put Gabe on maximum speed (like you could do in the police station) which technically is cheating a bit ...
About the end sequence: I never had a doubt about what really happened. It all made sense to me; except whether or not such a thing is even physically possible!