He's completely numb as he heads back down to the TARDIS. It's finally over. "I win," as he tells Rose.

She asks if some of his people might have survived, and he has to tell her there's no way. He'd know; he'd hear them. But there's nothing. He's really alone. Except for her, she reminds him.

That's what it's all about, in the end. Not being alone. Which is why he doesn't really protest when she asks to bring Adam along (even though he knows it probably won't end well).

And they're off again. Off to the next adventure.