So I would say "Who didn't saw this ending?" but from the coments I have read so far no one saw this ending like that.
I will agree with most that he should have ended with Katerina-san but this ending was so obvious that the author made it obvious that the one that loves the Hero is the Mage of the part from the start so I don't know what you guys expected from all of this.
Being honest I was kinda expecting he ended up with Charlotte-chan as beinga King would be fitting for the Hero who saved the world but I knew it was not to be.