See there's the dilemma with Princess Tutu. It was Fakir that was all "lets return to our original forms" when they were at the bottom the lake of despair - he knew she was really supposed to be a duck and he knew we wasn't the knight but the new writer of the story.
They both accepted what was to happen and what was supposed to be reality. If you noticed, Duck was never supposed to be there (her room was never there and Pique & Lilie went on as normal) - neither were all the animals in the school. Her being a human would contradict what was supposed to be real and what was only created to help fuel Drosselmeyer's story.
It doesn't change the fact is was sad ans bittersweet. But I can't feel all that upset though either.