Sa-young is the one J save thats why the one who appears in the memories of MC that have bandage is Sa-young.

Also J had promise to the child Sa-young. Thats why even when Jung Bin saved child Sayoung his first word he say is J also even they said J is die he still waiting and waiting until J is back. (He even brought the dungeon J last enter and created his own Guild.)  Now the waiting is end he basically know Mc is J.

Also Mc is confused what his feeling for Sayoung as father loving his son (cause he save him as a child) or as Lover. Thats why Sayoung doesn't want to tell everything that happen to his life after being save by J to J himself.

Well they end up together in the different timeline. Where she save his brother and mc become his boyfriends. 

But in this... timeline or dimension it is mess up.

To heal your suffering. This manhwa will end up with happy ending and also the side story will have sm**.

Well in the novel that is Mc real world. Thats why the system return him back to that world.

Also the other alternate version of mc is in his world happy with his real family.