I tend to think that Miller's statement reflects how both Elizabeth and John view one another at the end of the play. The final act is one that features not only a complete reconciliation, but a point where both husband and wife have transcended to a level where their own faults are put aside in favor of their attributes. They have transcended sorrow in how both of them must recognize the sacrifice of the other. John understands that to do honor to "his name," he must not consign himself to "lies." Elizabeth understands that in order for John to have "his goodness," she must lose him to death. I don't think that they are both sad, although they are immersed in a sad situation by the end of the drama. Rather, they transcend sorrow, existing in a world beyond it at the drama's conclusion. It is for this reason that Hale will never be able to convince John to not walk confidently to his death and will never be able to convince Elizabeth to stop her husband from doing what he feels he must. In this, there is a sense that neither of them are sad and filled with sorrow at what must happen, but rather exist on a plane that transcends such sadness, rising above it.