We can't say we didn't see this ending coming a mile away (well, at least a few paragraphs away). As much as Granny starts the story off insisting that she's fine, we figure out pretty quickly that death is right around the corner.
In a morbid sort of way, it's kind of cool to be inside Granny's head in the moments right before she dies, or as the story more poetically puts it, "blew out the light." In those last few moments, Granny waits patiently for a sign from God, but—sorry, Granny—there's no reply (maybe she should've sent Him a text). The narrator describes it this way:
For the second time there was no sign. Again no bridegroom and the priest in the house (60).
Some critics have interpreted this ending as Granny being jilted by God (Source). In the Christian tradition, Jesus is sometimes referred to as the "bridegroom of his people", a fact that helps give this idea even more cred.
Wow, being jilted by some mortal dude is one thing, but being jilted by God? Pretty rough. True to form, though, Granny doesn't let being jilted stop her from getting on with life—or in this case, getting on with death.