They did, but they left one door open without worrying about dust being drawn into the abyss, so why not two? The multiverse had plenty of natural doors open for 1000's of years etc. I don't buy it, just seems like a bad plot point to force the ending. The angels can travel between worlds, and close doors. Why couldn't they open a door for a minute, once a year for them to swap between the two worlds? There are plenty of credible explanations that could have been used to make a better ending views would buy into.
I enjoyed the books when I was younger, and also the TV show to a certain extent. I just feel it was let down by the ending, and it would have elevated the whole show if they picked a better ending.