I think that this is a very fitting and good end. With this the whole Series is complete thats why I make this comment for all books.
First of all yeah Sakuya is very proud in being human so she wouldn´t give up on it by herself. But at the same time she really does love Remilia so deep down I think if she stops being human she wants it to be taken by force.
After that we don´t really see her smile and I think that is because it was hard for her to really let go of her humanity. Of course it takes much time to get accustomed to the whole situation. So now we don´t know how many years later she finally is happy again.
I like this series a lot because it´s just this. In most works she remains human not because she despise the thought of being a yokai but because she takes much pride in being human. But this one shows yes this is a possibility too. and it does so in quite a good way. at least I think so.
Vampire Sakuya is alright, I don't feel bad about this. It has several ways that she change her mind about her humanity especially when she get deep romantic involve with non-human characters (Remilia or Meiling). There are possible she need to stay with her lover longer than human limit life span that cause she change her mind, it OK nothing bad about this. Moreover I don't think turning to vampire will change her "self", in my view I sure Sakuya will always be Sakuya whatever race that she belong to and always one of my favorite Touhou characters human or not.