Why is Jan's story the note that Kundera leaves us on? Remember, the border is an image that occurs to Jan because he's aging: he understands that there are only so many times that a person can do anything before it becomes absurd and pointless.
Kundera takes the image of the border further: it's the thing that separates us from utter purposelessness, absurdity, and utter annihilation. (For more on this, hop on over to our "Symbolism, Imagery, Allegory" section). The idea of crossing borders (for better or worse) is hugely important to the fabric of this novel:
The various parts follow each other like the various stages of a voyage leading into an interior of a theme, the interior of a thought, the interior of a single, unique situation, the understanding of which recedes from my sight into the distance. (VI.8.1)
The book itself is a voyager, taking us all on a journey to we know not what. It's no mistake, then, that Kundera uses the concept of hardcore travel to send his characters off into the sunset. He's not too shy to admit that he's clipped the idea from others, either: "No, not by chance do all poems about death depict it as a journey. Thomas Mann's young man gets on a train, Tamina gets into a red sports car" (VI.12.13).
In "The Border," Jan says goodbye to his friends and to his life as he prepares to cross a geographical border. But as he does that, he senses that he's hovering awfully near to that other, metaphysical border. The "bare genitals star[ing] stupidly and sadly at the yellow sand" just confirm for him that he has crossed the line into absurdity and meaninglessness. That's sort of like that line between seriousness and absurdity we've seen throughout the book.
At any point, we're in danger of being completely annihilated—by laughter, by forgetting, by death.
And so it's entirely appropriate that a book whose sole meditation has been on annihilation and the movement toward death should end with a chapter about borders, and with the sense that Kundera has shoved us all over an invisible line in the sand.