I don't think it's tragic, not really. They can be together, just not all the time. And the ending is actually a lot more hopeful than tragic. But since you didn't understand the last part, I get why you think it's tragic. xD

The part you quoted means what it means. The three in the room are the Fates/Government again, in case you didn't get it from the same room description and people and..well I did explicitly state that Key was back in the room with the Governmnet ^^''. That was their conversation when Key left, regarding Jonghyun's fate. The second one is saying Jonghyun can't come back to the World's End, but they can do something else. The third one is merely commenting on the second ones enjoyment of Love and how it plays out with their subjects.

Thanks for reading and commenting! :)