There are so many possibilities to what happened at the end. Dale got
distracted with his former love and she got killed, Dale was getting
distracted a bit even with Annie ---to which could mean his soul
was "ripe for the picking" , but also-- he was such a good man, a man
who was not oppossed to making sacrifices for those he cared about,so
maybe he did the ultimate sacrifice in allowing his soul to be
consumed by the Black Lodge and the evil within in order to save
Annie to whom he loved. He didnt get to save Caroline,so maybe this
was his way of making amends to her and saving Annie in the
meanwhile. Psychologically- he might have saw what was happening and
felt so much guilt inside-without really showing it to us , and he
allowed himself the retribution for his lax behaviour from his
distcraction while being in love with caroline. Nothing wrong with
love--- just has anyone noticed even in a "severe crush" how the
world floats by like a dream and all is new again , and the world is
yours???!!! Imagine being deeply in love- and not keeping reality in
check and your feet on the ground----being so consumed that you lose
touch with your "surroundings" . Hence - the consuming of Dales soul--
- he was a great man-- wish there we real people out there like him--
there are- just few a far between. Enogh of my rambling and
theorizing.......