Elie Wiesel makes no attempt to sugarcoat anything in his book Night. He certainly has no interest in creating a “feel-good” ending that wraps everything up in a neat little package for the reader.
The line “The look in his eyes, as he stared into mine, has never left me,” refers to the effect the experience of imprisonment, forced labor, and his father’s death has had on him. Keep in mind that just before this line, Wiesel writes that he looks into a mirror for the first time since he was taken from Sighet with his family and the other Jews of that city. Of this he writes, “A corpse looked back at me.”
In other words, the experience has killed part of him. When he then concludes with your quote, saying the look [from the corpse] has never left him, we can surmise that he has never been able to put the experience behind him. These lines complement the death imagery that Wiesel has developed and included throughout the book.