Given the plot of the first game and the multiple worlds bullshit you went through I could see the "End Layer" being the final world so to speak. Could argue that since each time you world hop in Default things are a bit different each time (enemies are stronger, dialogue changes, shit is more fucked) the closer you get to the final one the more shit goes awry. The teaser for Second at the end of Default showed crazy shit going on so I would figure that all the world hopping has destabilized whatever entity or force allows these multiple worlds to exist to begin with. Airy, her master, and her sister all seem to be aware of mechanics at play and you even fight Ouroburous in a sort of nexus that connects all the worlds together. Given that the big reveal in the first game is that Airy was lying and her wings were counting down the number of worlds Ouroburous needed to consume to regain full power I would predict that despite our efforts in the first game the damage was already done and our new task is to go about fixing the mess we made when we unknowingly allowed those worlds to be eaten.