The game (the latest nightly build) quits immediately (without any message) after killing the last Sectoid in the phase 1 of the final assault. See the attachment for a save. However, it works OK in the version 1.0
Btw., is it a right effect that the final sequence (of pictures) starts immediately after destroying the first part of the Brain? As I can remember, you should shoot and destroy all 4 parts of the brain. A save for tests is in the attachment as well.
And the second "by-the-way". Is it right that unloading weapon is mute, with no accompanying sound? It is a little unnatural effect when you unload your weapon with no sound and next load a clip with a click. I would suggest to add a sound to weapon unloading as well.