I think I finally get the ending (spoilers obviously)
I've been thinking about the ending to this movie a fair bit trying to get it. I could never quite get why Stéphane was so rude to Stéphanie when saying goodbye to her. It was clear that he was trying to drive her away, almost in a Taxi Driver esque way, but I couldn't understand why he felt the need to drive the wedge between them. More prominently displayed was the café scene he failed to show up at. She was there for the taking, right in front of him, but nothing stopped him except himself.
As I was walking in the park one day, I had a revelation.
One theme in the movie is how Stéphanie has trouble appearing in his dreams. Firstly he complains she's not in them, then when she does appear she almost appears like a smiling mannequin, an unrealistically positive and supportive person who even Stéphane doesn't quite buy (that scene with "filming the reaction" showed just under her surface, lied Stéphane's fear that she'd reject him). Quite simply, Stéphanie is never truly in Stéphane's dreams for most of the film.
Now if we switch over to something that Stéphane did dream about, his calendar. He dreams of showing his boss who's boss and having his calendar become a great success. We don't know the details, but in the waking world, that's what happens to him. He dreamed definitively about doing something, and in the real world he let it happen.
And so here we come to the crux of the issue, Stéphane didn't dream of truly being with Stéphanie, and so he couldn't imagine life with her. Because he couldn't imagine how things wanted to be (like with the calendar), he ended up thwarting himself to prevent himself from moving into the unknown.
And so, the movie ends up giving us a powerful and unique message. By imagining and dreaming of where we want to be, we can move towards it; but if we don't try to imagine and feel where we want to be, then we end up frustrated, lost, unsure of our direction; maybe knowing what we want, but finding ourselves frustrated by ourselves whenever we try to get it. Stéphane knew he wanted Stéphanie, but without the vision in his mind of how he wanted things to end up, he didn't know how to get it, possibly constantly feeling that she was one of those things that taunts you with happiness yet is constantly pulled out of your reach.
And so, the final scene takes on a new light. Not some escapist fantasy, but it rather shows Stéphane finally imagining his life with Stéphanie. He can imagine them together, sharing eachothers company, going off into their unique fantasy land, and simply being together. Through this he accepts that he can be happy with Stéphanie.
I don't know what will happen when Stéphane wakes up, but my interpretation, is that he'll have a new warmth towards Stéphanie and she'll notice it. Maybe he'll calm down around her and show her more of himself. What happens after that, who can say?