In later years, Thomas Dekker said how happy he was with the way the series ended. Yes, it would have been nice to come back for a third season but he still felt that this was a highly satisfying conclusion.
The patch on Kyle Reese's coat is a Little League Umpire patch. This is significant because in the episode What He Beheld (2008), Derek Reese takes John to watch 2 boys play baseball. We find out that the 2 boys are Kyle and Derek Reese as kids. This scene at the end is also a nod to the The Terminator (1984) where Kyle Reese steals a olive colored trench-coat jacket from the department store after arriving to 1985 to protect Sarah Connor. The jacket itself seems to hold some significance to Kyle Reese.
After the series ended, Lena Headey was cast as antagonist Cersei Lannister in Game of Thrones (2011). Her co-star Emilia Clarke would play Sarah Connor for the first and only time in Terminator Genisys (2015).
The ending was meant to lead directly into the film Terminator Salvation (2009) which was released shortly after the show's conclusion.