Because that's what the movie is really about, much like Fargo. The whole plot occurs because these two mixed up but basically decent people want a family so, so desperately. The funny stuff is happens while they try to achieve that, and at the end H.I. thinks they've lost their chance. But he's done the right thing by returning Nathan Jr., even if it breaks their hearts. He has a vision that they may still have their OWN family, without all the madness that trying to steal Nathan Jr. entailed. Fargo is a violent story of murder and greed, but it's really about family, and also has a quiet, peaceful ending. The Coens movies are very moral, and these two movies are about protagonists who are decent. Family is at the center of the Coen's moral universe.
I'm afraid I don't follow...irony? To me, Fargo is more about juxtaposition. Jerry has an empty family life with a wife he doesn't love and money he didn't earn (works for his rich father in law). The two criminals are living on the fringes and show a nihilistic sensibility. Marge and Norm do the right things, love each other, and are decent people, who at the end are about to be rewarded with a child. What's the irony? I'm asking respectfully, as I genuinely don't get what you mean.
I sort of get the idea of irony. For most of it, you'd think Fargo is just another violent and mindless thriller but it ends up being twisted into a positive message of morality and doing the right thing. Hard to explain, but I understand what he means.
I thought there was a strong undercurrent of tenderness throughout the movie, even if comical, beginning with H.I.'s mugshot interactions with Ed -- and on from there.
The two convicts instantly falling in love with the baby they've kidnapped furthers this tone. So does the scene where Nathan Sr. finds H.I. and Ed in the nursery and treats them with compassion.
In my opinion, the final few scenes are part of a natural progression, even if they lack stylized hayseeds, car chases with barking dogs, etc.