So, often overlooked reality with this closing scene... the quick flash at the end. What is it you ask? The building the narrator is in, with Marla, goes kaboom as well. How do we know this? Because in the opening of the movie, the narrator is disarming the bombs in the vans underneath that very building. And yet, after Tyler knocks him unconscious, 20 minutes have passed. Guess what? Timer on the bomb restarted and counted down to under 3 minutes. Either the Tyler "personality" rearmed it, or the narrator rearmed it. In either case, bomb is active. This building must go down with all the rest. Why? Of only one of the institutions is left, that's just going to create a monopoly, which doesn't solve the problem but would only make it worse. Nope. Have to take it all down. The narrator has resigned himself to accepting this inevitability and that his sacrafice will be worth it.

This makes even more sense within the context of the narrator's apparent guilt over the death of Tyler in a car crash, which the narrator feels responsible for through his knowingly being involved in a system that resulted in vehicle malfunctions causing deaths of innocent people. The narrator isn't hallucinating a split personality, but rather a "ghost" of a real Tyler. In this sense, the narrator avenges Tyler's (and others') death and accepts his atonement for his involvement.