That ending is actually horrible if you think of the regular ending as a happy one. Plus it's canon since the main menu is in the abyss.

its not canon since beezlebub is the narrator, so of course its in the abyss. She can clearly open one-way portals to her dimension (which others can see through) and her end-game narration if you choose her ending is clearly establishing that its a violation of the canon (with her apologizing for hijacking the plot).

And thus we condemned ourselves to the abyss just to get laid with one other cute Demon

Surely miss CEO can open the portal and pull him out of the abyss, right?

It's one way, explicitly designed to be inescapable.