I guess there wasn't much they could keep doing with this (or they just didn't want to continue) so they had to end it, but it would've been nice to see more of Rei and who she was and why she had to go to the lengths that she did.
At least she had a happy (if bittersweet) ending as well. Making sure that the guy who could see her would pass his DNA down a lot was actually pretty smart of her, and a very novel idea for a "harem" manga. Doing stuff like that is how a lot of animals got domesticated for instance. Dogs being a good example, who are all descended from an apparently now extinct species of wolf.
The very concept of a being like Rei is fascinating imo, and the thing I wished this manga explored more, and the reason why I wished they'd continued it. Just to explore who and what she is.