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I didn't feel let down at all and thought it was a very effective finale. It opened up massive possibilities for this franchise, introduced us to the major villain of the next phase, and paved the way for further stories with these characters. Now, if they weren't planning a S2 with these characters I might feel differently (as they didn't fully provide closure for Loki/Sylvie/Mobius' character arcs). But they are planning that and presumably will do that down the road.
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