"Thank you," was all that he permitted himself. "Thank you for everything."
She looked at him with great friendliness, for he had made her life endurable. At that moment the train entered the San Gothard tunnel. They hurried back to the carriage to close the windows lest the smuts should get into Harriet's eyes. (10.45)
Okay, so the series of climactic events that wrap up the ending of Where Angels Fear to Tread are kind of crazy and over-the-top. First, we have the kidnapping and tragic death of Gino's unnamed baby son. Then, Gino and Philip come to blows; and Gino is on the verge of killing Philip when Miss Abbott steps in and restores peace (using a bottle of milk). Finally, on the train ride back to England, Philip is about to propose to Miss Abbott when she tells him that she has feelings for Gino. The End. No happy couple united in love. Things are just sort of left up in the air.
Go on, we'll give you a moment to wrap your head around all of that. We'll wait.
Back? Ok, let's move on!
With Philip's thwarted proposal to Miss Abbott during their train ride back to Sawston we see a man who's been passive his whole life, and he finally is about to do something really life-changing by declaring his love. But before he can even get the words out of his mouth, Miss Abbott confesses her love for another man (sorry, Philip, better luck next time...).
So we don't get a happily ever after romance with two lovebirds riding off into the sunset together. Instead, Miss Abbott knows her love for Gino will always be unrequited, and Philip is forced to accept the same situation. Forster refuses to give us a happy ending, and instead wants us to think about what happens when things don't go the way we expect. Philip, who has always assumed that he knows everything, realizes in the end that he doesn't really know all that much.
Miss Abbott looks at Philip not with love, but with "great friendliness." Ouch. They're heading back to England, and we can assume that everything will go back to a (perhaps slightly altered) version of the way it has always been. This is suggested by the fact that they "close the windows lest the smuts should get into Harriet's eyes." They'll keep looking after Harriet; they'll keep things neat and tidy and English; the adventure in Monteriano is over.
A bleak ending? Sure. But also a realistic one? Most definitely.