Throughout the story, as Mephistopheles regains the 7 shards of power, he realizes more and more that perhaps everything is futile, and that no matter what, evil will always flourish in the world.
His despair literally eats him from inside out, until nothing but a brittle husk remains, only held together by his will for death.

Desma needed an Avatar to kill an entire dimension as compensation for the Tree of Life being leeched, and felt attracted to Mephistopheles' desperate plea.
Desma joined Mephistopheles, but very atypical for an Avatar, Mephistopheles' will was too strong, and overpowered Desma, remaining in control, albeit influenced by Desma.

When Mephistopheles's power is returned to him, he confronts Luna on the balcony of his flying castle.
After a dialogue, Luna punches Mephistopheles' face in frustration, letting his body crack, revealing his hollow nature as pictured.

Mephistopheles claims to have lost hope in humanity, and decides that it would be better if everything came to an end.
He reveals his final plan: He will use his power of Death and Despair combined to make all life-forms commit the ultimate act of despair: Suicide.

As he initiates his plan, hundreds upon hundreds of souls flow into him all from people who couldn't handle the influence of despair, extreme depression, and decided to end it.
Luna is crushed by the intense depression, and physically collapses.

While Luna tries to find the power to keep going, Mephistopheles claims he's impressed by her endurance, but that it's just a matter of time now.
He remarks he can hear the screams of despair from every dimension as every life-form experiences the final moments, one by one...

But reminding herself of everyone she has met, and the hope the world has entrusted to her, and believing in the good in the hearts of man, Luna managed to stand up, though struggles to do so.
Mephistopheles expresses disbelief, but ensures her there's no hope left in the world.

As a final measure, he opens a portal to the Realm of the Dead, and tries to escape through it as his plan stays in motion.
The Realm of the Dead would make it so that any mortal's soul will be instantly evaporated. They wouldn't even die, but simply wiped out of existence, with no chance of revival, reincarnation or after life...

Realizing that time is short, and that there's no other choice, Luna dives into the portal, in an effort to stop Mephistopheles' ultimate plan...