This is a bug. It appears, if you kill the demon with a weapon with special abilities like stun (or combinations of different abilities).

There is one possibility to finish the game without an error. You must change your weapon (use a weapon without special abilities) before the last hit.

You can see the the last cinematic with the RAD Video Tools. The cinematic (scene2.bik) lies under "disc3\static\" on CD3.

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