I think you need to look at the bigger picture and not necessarily who the specific woman was. This was Helena's ending (in the most literal sense. lol) We see all of the photos of her happy memories burning like everything else in the flames. She was on a path of destruction to stop DOATEC for everything that it has done to her and all of those around her even willing to commit suicide. Anne, I think represents Fame in a sense and is a reminder of his flaws (i.e. he had multiple mistresses when Helena obviously would want him to be with her mother only). So us seeing in her eye the memory of her shooting Anne adds to this sense of her trying to destroy this flawed company and all of the painful memories associated with it.
Then...good ol'
comes along and during Helena's presumed final moments is rescued. It's showing that she has been given a chance at redemption since she has finally rejected her role in her father's tainted DOATEC (which took 3 games to finally be able to do. lol). And as we see in 5 she really has built a DOATEC based on good intentions even if MIST is going on behind her back. XD