I think I get it now.
You'll notice that the girl doesn't see you, even though you're right in front of her. On your way to get an item, you walk by this grave. So now you're thinking, "Okay, someone died... but who?" Then as you bring her more items, the world becomes colored and you become transparent and you get all shadowy. Now you realize that the dead person may or may not be you. When you bring her the final item, she is holding a dove. You float into the sky and vanish completely as she releases the bird into the air. You think, "I died. That's just depressing, but what's with the dove?" Well, the girl released the bird at the exact same time as the guy disappeared. That must have been a metaphor for finally getting over your dead boyfriend after feeling depressed and blank for a while. Those items his ghost brought her before he moved on must have reformed some connection between the couple, and the world returned to its colorful state. I think that means that when the guy died, his girlfriend was devastated, with no hope (the dove), and the world was all dark and had no meaning (color). Then, as you brought her items, she realized that even though he's dead, he never really left. She'll always have something to remember him by. The dove of hope finally appears and she held it in her arms, then let it free, just as if the dove was her metaphorical dead boyfriend. Basically, 'the ones who love us never really leave us.' I thought this was a great way to convey that message, and I think you've changed a few lives, and deaths, in the world now that you've made this game. Congratulations, you made me get emotional.
~Lulu