Fuck. This season ending was well made. It's clear that they tried their hardest to make it bittersweet, and they got it.
Rudeus lost a father, but got a daughter; he lost an arm, but he has Roxy to support him. Norn might have bawled and created drama, but she's learning how to defend herself. Zenith is disabled, but she has Lilia to back her up. There's a "but" for every down that they got.
That scene with the grave was specially beautiful IMO. I feel like drinking booze with your parents is special, for both sides - they're acknowledging that you're an adult without losing that parent-child link. (Fuck, now I feel the urge to buy a bottle of liqueur and drink with my mum.)
I feel like this is something that Mushoku Tensei does amazingly well, in comparison with a lot of series made for masculine demographics: the main character is powerful, but not invincible. He has to sacrifice things to get other things. And it plays really well with the theme, that it's worth to go further and chase what you want, that you won't get things without effort.
I'll provide some LN spoilers simply because I can't help but talk about this. I'm excited for season three, after all.
heavy LN spoilers, from multiple volumes onwards
Zenith didn't lose her memory. The time spent in the mana crystal made her into a Blessed/Cursed Child. She's telepathic, but lost her ability to talk "normally". People talk with her, but she only gets an idea of what they're talking from their thoughts, and then she "talks" and nobody hears it.
Eventually she'll get a granddaughter to talk with her, Lara (Roxy's daughter). Lara is not a Blessed/Cursed Child or anything like this, she's simply inheriting the Migurd ability for telepathy that for some reason her mother lacks. It's kind of funny because almost everyone in the family will see Lara as a silent kid, except Zenith - who sees her as a chatterbox.
In fact, Lara is the reason why Hitogami was so hellbent on making Rudeus not go to Bergaritt. If Rudeus didn't meet Roxy again, Lara wouldn't be born, and Lara is an essential pawn in the fight against Hitogami.