TBH I was only kind of half watching it, but the ending kind of intrigued me, but I don't think I want to watch it all again just to understand
And more specifically why when was it when Nick Cannon went to shoot himself, the other guy died instead with what seemed like no explanation
I'm only half paying attention as well, but it seems they are looking for a suicidal bomber, or someone willing to give their life for their country. Nick was willing to shoot himself, so he already has accepted suicide as an option.
Essentially the gun probably had a blank in it. They had chosen him due to his decision so didn't want to risk losing him to suicide before they could use him for whatever they had planned. The ending involved him being lead/guided to another Killing Room (KR 17 or something) where the game would start again with survivors from other tests to find the best person to work for them.
I also think it was a test for the girl (can't remember her name, played by Chloe S) to see how much use she'd be working on the program.