He'd been butting up against the 4th wall throughout the entire movie by being both a character and a narrator. But the character and the narrator get closer and closer together throughout the course of the movie without us overtly noticing it.

Then in that moment we're hit with the fact that this is a story, that the story is over, and that it's HIS story, the guy who's been talking to us for the past two and a half hours, which ironically makes it feel more real. It immediately invites us to question the details and to believe the whole.