I assumed that Nina would be treated badly by the people of Pocca for some reason. Even when the hero's brother found them, I assumed he'd accuse Nina of killing the party, or the villagers would kill her for engaging in black magic. I'm glad this was not the case, it would've spoiled the story.
Feels sad to see the party dead, but, at the same time, there's a reason for all those adventurers not making it back home. He's not the Demon Lord for no reason.