From Wikipedia regarding “Rocket Man” by Elton John:
“The lyrics in the song, inspired by the short story "The Rocket Man” in The Illustrated Man by Ray Bradbury, and written by John’s longtime collaborator Bernie Taupin, describe a Mars-bound astronaut’s mixed feelings at leaving his family in order to do his job.“
They used this song in the finale for a reason. Red said goodbye to his family when he saved Lizzie. They had to change their lives because he went to "do his job”, and his job? His job is to protect Lizzie. But his job has changed, now his job is to be WITH Lizzie. Dembe is his only family, he says goodbye to him in the present day to be with her, to keep her safe. He’s no longer watching from afar, he’s no longer conflicted like the astronaut in “Rocket Man”. He’s made his choice. And his choice is Lizzie.
Read the whole article on the song:
Check out the video as well. It’s beautiful.