It does say, "The shadow of death beckons toward the afterlife," so we can only be left to guess that Daemon has returned to whatever spirit realm exists in this story. The fight in comparison to others is quite short lived, but the content is quality! If Mukuro's new weapon is supposed to be more styled to him, then I really enjoyed the new dynamic they've added to him. His weapon is a death-dealing monk staff! How perverse?! Mukuro does have a cult following, which makes him like a spiritual leader; the staff is perfect. What was interesting was the summoning of the six hell powers. I'm not sure if what we saw was a combination of all six or just a flashy illusion with them glimmering in the background. I further do not understand what is meant by, "I am my own."
Monks are recluses also, and Mukuro, for all intents in purposes, is locked up in jail and detached from worldly affairs. Highly symbolic, very humorous.