The ending would've been this:

Cain (Demon Voice in the night intro) is standing right in front of the lucifer's thrown. He is looking but cant find lucifer. Then cain stabs lucifer with a sword but since lucifer created cain,he cant exist too and slowly disapears. There would've been a last speech from cain and we would've seen him for the first time. The Game series overall would've had an good ending.