Because it really isn't; in fact, it made me so happy, because it makes everything make wonderful, beautiful sense. It makes even more sense due to
someone's depressed breakdown.
Spoiled for those who haven't watched the original series (I haven't gotten around to watching the movies or the remake, so if something there fucks all this over, I ascribe that to a wider canon (I.E., for my purposes, the writers hadn't come up with the movies at that point.))
The ending is the happiest possible ending. What it is is that it explains Instrumentality in a way that we can grasp, using Shinji as an example.
So what is Instrumentality? It is a destruction of boundaries, not individuality. In other words, it lets you know that you are not alone. (wasn't that the name of one of the movies). It "fixed" Shinji, by letting him see that he had value, that he had worth.
It also, happily enough, removes all the little barriers that block proper human communication. Why? Because it makes the "version of a person inside other people's heads" match the reality, not the visions of others.
So, why did Gendo seek out this ending to the exclusion of pretty much everything else? Because his wife was the only person he was ever really close to (Rei does not count, since she is essentially a personality template modeled off of his wife, IIRC). And when she died/got converted into an EVA's soul template-thing (can't think of the proper term), well...
He had a gap. And, as emotionally stunted as Gendo is (notice that he doesn't extend himself; he doesn't want to be hurt again, and even if he wanted to, he'd probably still be stuck alone in his mind.)
So, he finds out about this project, that removes barriers, and removes all loneliness and misunderstanding, forever... Well, wouldn't you grab hold of that like a drowning man/woman/ninja?
All of the surreal imagery, all of the weirdness of the last two episodes, even that school comedy parody... those were to break Shinji out of his loop of "I'm useless; things can't be different... I'm trapped here. I MUSTN'T RUN AWAY I MUSTN'T RUN AWAY I MUSTN'T RUN AWAY I MUSTN'T RUN AWAY". (Damn, I sympathize with the guy, for reasons you'll see later.)
Why do I hold this interpretation? Because I have pretty bad social anxiety issues, and so does my father; in fact, as I was watching the series, I kept on seeing parallels between Shinji and Gendo's relationship and that of myself and my father (not nearly as abusive on my end, just emotionally distant.) So, in other words, I kinda feel like I have "an insider's perspective" (or something) on the ending.
Tl;Dr: The ending to Neon Genesis Evangelion made perfect logical sense, given the context of the series, as long as you are willing to accept that the entire thing takes place in a more-or-less directly metaphorical sense.