I think I sympathize with the creators' decision not to include an ending where your character achieves the power of the Engwithan entities (which, while not really Gods, are still pretty frickin' powerful in this setting).
The game only goes to level 12, and they're setting it up for a sequel. Even if you are evil, you can't just usurp the soul power immediately for yourself.
I think I've figured out a way to spice up the ending a bit, without ruining the continuity of the RPG experience. The reason I've been thinking so much about the setting is I've started using it with our Pathfinder group, and I've even ported a few races and classes (like Aumaua, Godlike, Cipher) to PF.
Anyways, for those of you who completed the game, you'll remember the giant adra statue in the Endless Paths of Od Nua. Now we well know that adra conducts soul energy in this universe, and that the spirit world largely interacts with the physical world through this organic substance.
So it's one of the biggest adra structures in the game, and is largely underground, which is believed to be the "realm of the gods."
I'm thinking it could be used as an adra nexus, and one of the options for your character at the end after you kill Thaos and get control of the machine is (assuming you killed the adra dragon) to funnel the soul taken from the Hollowborn during Waidwen's Legacy and shunt them into the statue. Think about it: it's your own personal keep. What better place for a power-monger like my character to start his ascension to godhood?
I played an evil wizard, and was kind of disappointed that the only evil things to do really were to release the souls to "entropy" or send them to Woedica.
So yeah, it's definitely something to consider, and in a D&D-style campaign I'd really throw the doors open, and let the players be creative in what they'll do with the souls. By the time I reached Sun in Shadow, I hadn't really committed to any of the gods' demands, and could've done anything at the end.
So yeah, really interesting stuff to think about, because then the campaign becomes about other Nexus of power, possibly deeper in the earth than even Od Nua. And if you get control over enough of them, maybe you attain the power to break the Cycle of the Wheel. Or if you're more of a do-gooder you could do what you think is right, like empowering Hylea or some other do-gooder god.
One thing I like about this setting is the lack of alignment, so what actually constitutes good and evil is entirely subjective. So much creative potential. I'm gonna save my pennies for the next Eternity Kickstarter, if that's what they do!