The trope of a woman with a death wish, for instance, I thought was lovely. I'd been comparing Avenger with Noir throughout, as the latter is the series I feel the most for. In the process of watching Avenger, I was drawing parallels between Layla and Nei, and Mireille and Kirika. It wasn't a direct correspondence, but echoes of each can be found in the others. It seemed to me that both Layla and Kirika go on journeys, only to find that the thing most precious to them is beside them all along -- that old romantic motif I'm a sucker for, only it needn't be that kind of romance. Ahem.
With that in mind, I asked myself why Kirika could be saved and Layla couldn't be. Weren't the love and the memories enough? Was it because Layla's wounds were too deep to be healed? Eventually, I said no, and decided that the difference between them is that Layla is, necessarily, alone at the end, and Kirika isn't. I think the reason for Layla's sadness when Nei gained a sex is her solitude. Perhaps when they first met Layla recognized in Nei, who was unsexed, in doll form, someone who was as different and alone as she was; hence she bonded with this creature; she allowed herself to care for someone. Then Nei changes, becomes a real child, a normal child. She no longer needs Layla, in a sense. This, together with the culmination of her revenge, leads to Layla realizing that she has reached the end of her journey, but now she has nothing. That is why I think she walks away. (In opposition to this, Mireille who was alone learns how to care for Kirika, but at the end Kirika remains hers, so they can still live.)
I was sure Layla leaves to die, but watching the ending, I had doubts again. The cross on what I presume is a gravestone has one of the military tags (whatchamacallit) on it, right? Is it just one? If it is, maybe Layla went to symbolically bury her mother, and she will continue on with her own life, and find it, possibly. I've already dreamed up a scenario to comfort myself.
That said, I actually think Avenger's ending is excellent. It's a realistic portrayal of a girl who loses everything and can't put herself back together again. Not everyone recovers from trauma. Sniff.