Apart from that - yes, Gene and Jim are psychopomps, who transition souls through an intermediary state between life and death, and yes Gene barely knows what he is, his interior life is obscure to him. It even ended with Dixon of Dock Green. Here is an interview in the Guardian with Matthew Graham, who co-created the series and wrote the final episode.
"We both agreed that Gene isn't appointed by anyone," says Graham. "He has done this for himself. He's re-invented himself and built a world that is very potent and real that draws others in. But Gene doesn't know he's doing it. He doesn't go off into a room on his own and talk to God. He just obeys some animal spiritual instinct inside him."
So, in this respect the ending was the appropriate conclusion of the show, of the two shows. I felt it had integrity within the trajectory of Life on Mars and Ashes to Ashes. However, I personally think it was not as good as it could have been. I'm not sure if my objection is strongly tied to my personality, in which case other people may not share it.
I think it would have been much better if there was not an absolute ground of moral truth and meaning, which was revealed, which sorted everything into categories: true, false, good, evil. In this respect I think Life on Mars was better because more open.
I thought the revelation of Jim Keats as a demon was well done, Daniel Mays' acting was extraordinary for mainstream telly, and he should be recognised for it. However I would have preferred a story and a universe where there aren't absolute simplistic categories, with irrevocable sorting of people into the damned and saved as a result of seemingly arbitrary decisions. This is partly a spiritual preference on my part, and partly an artistic one. In my mind epistemic certainty is linked to sentimentality and over-tidiness of resolution.
For example, what I particularly liked about Life on Mars was that you could take from it not only that the life in the 1970s was an illusion, not only that the life in the 2000s was an illusion, not only that both were part of a TV show which is a fiction, but that you - watching it - were just as caught up in an illusion. There was no final ground of being.
But if Alex is living in a shadow world, this is contrasted with the real world she has left and the real heaven and hell ahead of her. She may be trapped in some transitional unreal moment, but what comes before and after is real. Similarly, the implication is that Keats is evil, not in what he does but in what he is. There is a ground of moral certitude which is inherent in existence. Let us say that Ray trusted Keats, went with him in all innocence - and, if not for the mercy of the script, he would have - what then? The very second comment on that interview in The Guardian: 'Should Ray Carling not have gone to hell though?' No. duh.
So, you see I am being churlish. I like TV to tackle interesting moral and philosophical issues in pop-culture ways. Perfect. And then when it happens I gripe because I disagree with the philosophical position. I hope you take this to be me engaging fully with the show, and the fact that it has a spiritual position I can even disagree with, puts it ahead of most telly ever. So, take it in that light. An exceptional piece of television.