You save the have wildly divergent endings for the last installment of your series, if you have indeed always conceived of your games as being a series, like with XoR. I could see this be more of a problem if you write one game with the intention of it being stand-alone but it becomes so popular that you feel the need to give in to popular demand for a sequel.
Though it was always a series, Arthur Conan Doyle had to write more of Holmes then he through he would, or perhaps even wanted to write, eh?
And I guess have the prior installments of your series be variations on the “all roads lead to Rome” theme, where the player determines how they will end up at the end and which route they follow but they all lead to more or less the same metaphorical destination.
As stated above this would be my preferred method, if the writing is good enough I likely won’t even notice it until I replay the thing, which means the significant chunk of your audience who will never replay won’t even notice, whereas the other option always feels forced and doesn’t really have an elegant way to disguise it through clever writing.
Still I’m glad you’re definitely not taking an of those easier ways with XoR.