OMG, I finally did these quests and that ending, I laughed so hard. Plus I like the setup for Shadowbringers, it works for those who are fans of the series. Maybe not so much for newer players.
For those who did the quest but don't get it I'll explain (spoilers)
Basically, Hildy, Nashu, and this rando get sent through a dimensional rift created by Gilgamesh. In the series Gilgamesh is a being the uses the Dimensional Rift/Void to hop from dimension to dimension, in search of various weapons. He is speculated to be the same person in each game he appears in. Heading through the rift he created ensures well see him in Shadowbringers.