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I finished the game last night and as soon as it starts to the cutscene after I beat Kerghan the screen goes blank and then back to title screen. I never installed any patches on this and probably should have from the start. This was just a straight install from GoG installer.
It's possible, but I just read through the UAP changelog and the only thing I could find that directly related to the (very) end is this:

Six missing endings are now obtainable. These are Death's Champion, Righteous Hero, Just God, Dark God, Quiet God and Undecided God.
But I don't know if you were supposed to get one of those endings and since it couldn't give it to you (and play the correct stuff) it just booted you out to the menu.
Does the opening cinematic play when you start the game (the one showing the zeppelin getting attacked)? If so, then there's something bugged out with the ending specifically. If not, then you have a problem with the cinematics in general. Often there are some tricks with codecs you can do to get cinematics working in older games like Arcanum, although I'm not sure exactly what to try in this case.