After this finale, I think I figured out what the thematic endgame of the series is — Korra’s going to teach the world to keep balance whether the Avatar is around or not.
As awful as Korra’s current situation is, I feel like it’s going to be something that she will end up learning from. And, if you consider her hallucinations — which suggest that obsolescence is her greatest fear — and the way those fears will inevitably interact with her extended convalescence (since she’ll have to watch as other people take over the job that should have been hers… or, worse, as a situation she could have handled with ease turns toxic without her around), it’s easy to see how the major takeaway could be that the Avatar can’t be the only force for balance anymore.
It’s easy to imagine that this will be Korra’s legend — she’ll be the Avatar who taught the world to take care of itself without an Avatar. And, considering what happened to the world due to Roku’s inaction and Aang’s hibernation, it’ll probably be the best legacy she could possibly leave.