Maybe that ending didn't say "hey bro, sumthin bad will happen becuz of dat ok", but we'll DEFINITELY have something bad happening in this game. Seeing that Doc didn't give two shits about making us sad asf in Acting Lessons.Take it easy, mate. There's no reason for you to feel depressed. There's no indication of anything bad happening because of that revelation in the end. The worst that can probably happen in a good scenario is you being able to have only one relationship with either Maya or Josy. The best (for me, at least) is you being able to get in a triangle relationship with both girls at the same time.
About you being in love with a fictional character and coming to the realization that she has no correspondence with real life: well, you knew that before you even started playing. It just means that DPC is doing something right in making us care about his characters. And try to stay positive about life; you may not find Maya irl but maybe you can find someone just right for you.
So yeah, expect shit to happen and u feeling bad while Doc sips a cup of mad writing skills and laughs in villain-speak.