The plot itself was iffy to begin with and no effort was made to improve throughout the series.
Adding hot chick (Inori-chan) and then killing her at the end should not have been part of the plan. However, I remember Gai mentioning that the crystals hold memories as Daath would have preferred. So maybe Shu's eyes had crystals in it and memories of Inori-chan are in them, thus indirectly he can see her and be with her forever.