I would argue that the mixture of genre was great, it was unexpected but worked well in my opinion. If you want to hear Ross DM non horror stuff, try listening to his New World stuff, it's great and doesn't involve any horror elements.
If I'm not mistaken Ross achieved what he was going for, in that the end was unexpected, and wasn't really horror in my opinion, it was more of a Watchmen ending, with an unexpected twist. Horror would have faced the heroes off against something they had little hope of defeating, the reality layers ending wasn't really horror in my opinion, and has deep roots in comic books. I once read a comic by DC where Superman squared off against aliens... not Cthulian horror, just comic idealogy. Multiple realities seem to me to be a strong comic, super hero theme. Shrug, just my thoughts.