When I first saw this scene, I was very confused as to why on Earth there was suddenly an implied romance between Claude and Hannah. Especially when she had every reason to hate him.
After thinking over it, I think this final scene begins to make a little more sense. And I think it has some interesting implications for demons and what happens when they consume souls - so! Bear with me? C:
Hannah mentions that a soul is “utterly obliterated” by the demon sword, there is “no hope” for it - so therefore Claude should have been wiped out of existence entirely. There was nothing left for him to go to ‘nirvana’ or 'heaven’ or wherever it is Hannah and Luka and Alois are supposedly going.
Furthermore, prior to this scene, Hannah never mentions Claude coming with them to Alois - she only mentions that he and Luka can be reunited.
So, I theorize that a demon’s behavior is directly influenced by the souls they have consumed. This would explain Hannah's obsession with Alois, Luka within her compelling her towards him. It would also explain this scene - as she had just consumed Alois moments ago, who clearly expresses distress when Claude had been stabbed (implying that he still loved him.) It makes sense that Alois would want a place in heaven for Claude to be alongside him, and it makes sense that he would compel Hannah to love him in an overtly romantic way.
Alois both imagines them all as a family, and transposes himself onto Hannah - loving Claude in the same way he did.
Demons seem to find independent, strong-willed souls particularly alluring. Aren’t these the exact traits they would want for themselves? Resolve enough to complete vengeance, passionate but controlled - capable beyond even needing a demons help - all good traits, if you’re a predator.
It becomes easier to see why Claude would want to reject Alois’ soul, particularly after Alois had become so shatteringly dependent on him due to his love for him. Demons are not meant to love - look what it does to Hannah. Demons are not meant to cling to each others legs and beg each other not to go. Demons are not meant to live aware of their traumas, constantly being eaten alive by them. They must purge such things - possibly by consuming 'strong’ souls.