Before the villain scientist, Dr. Robert Jones, destroyed both worlds, the Fringe team had to close the bridge or turn off the machine which allowed them to cross over the two universes (main and alternate universe). By working together, the Fringe team from both universes have already shared some memories and have been attached with each other. They understand their inner self better because of the experiences and feelings of their “alternate-self”.
Since their worlds must be apart, Agent Lincoln Lee (the guy with the eyeglasses) was confused. He belongs in the main universe, but he’s starting to develop his feelings to Olivia Dunham of the alternate universe. In the end, he chose where his heart is - his new home.
This episode wants us to realize that simply if we follow our heart, then we will find our home, the place we truly belong.