You know, as anti-Mylar-fluff as I am, I have to tentatively agree with you about the happy ending thing. For me I think part of it has to do with the fact that I think Sylar could, in the very distant future, be redeemed (though he wouldn't be nearly as much fun) and that Mohinder could be the one to help him (the phone call! Come on!), despite their history. I also think that's part of what makes their interaction interesting currently -- that redemption is a distant possibility. With that in mind, I can't help but be a little romantic about it, even if it is highly improbable. I feel ya.
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