Trivia: "What dreams may come" is from the Shakespeare play Hamlet. It is in his "To Be or Not To Be" soliloquy: "For in that sleep of death what dreams may come/When we have shuffled off this mortal coil,/Must give us pause: there's the respect/That makes calamity of so long life."
Trivia: Notice the fact that Annie is almost the entire movie dressed in red or black (colours of death and hell) and Chris in blue (colour of heaven). Annie isn't dressed in blue until she is in heaven at the end of the movie.
Trivia: The special edition DVD shows an alternate ending: the ending from the novel in which the reincarnation is not a choice, but part of the natural order. Chris and Annie will meet again in their new lives, but Annie must atone for killing herself. Her new incarnation will die young, and Chris will spend the remainder of this life as a widower before the two are again reunited in Heaven. The film then goes to Sri Lanka where a woman is giving birth to a girl, presumed to be Annie. In Philadelphia, a boy is born, presumably Chris.
Answer: It's open to interpretation, but one theory might be that Chris' faith and his assumptions about the Afterlife have been completely "upended." And as Annie has lost her faith altogether, he must now struggle to bring her back into the fold and set things right so that they can be together.
Jean G