This is an excellent question that arrives at the heart of this tale that stresses the inherent fragility of mankind. Examining the relationship between Rolf and Azucena reveals that Rolf profoundly identifies with Azucena and her suffering, and this makes him experience a kind of epiphany where he is forced to confront certain painful memories about his own childhood which he has repressed:
He was Azucena; he was buried in the clayey mud; his terror was not the distant emotion of an almost forgotten childhood, it was a claw sunk in his throat.
Note to how the narrator comments on Rolf's transformation:
I knew somehow that during the night his defense had crumbled and he had given in to grief; finally he was vulnerable. The girl had touched a part of him that he himself had no access to, a part he had never shared with me. Rolf had wanted to console her, but it was Azucena who had given him consolation.
Note the irony of this relationship - Azucena is the girl who is trapped in a hole and is in imminent danger of dying, yet it is she who is able to comfort and console Rolf Carle - a man many years her senior who is free and not in the same situation.
It is well worth reading the narrator's own summary of how she thinks Rolf will be changed because of this experience. She does anticipate a time where Rolf has to process this horrendous event he has undergone and all the memories that have been unearthed, but she does anticipate a time where he will be "whole" again:
Beside you, I wait for you to complete the voyage into yourself, for the old wounds to heal. I know that when you return from your nightmares, we shall again walk hand in hand, as before.
There is a happy ending that she anticipates, but only after a time of mourning and grieving, which will allow Rolf Carle to confront his own vulnerability and the fact that he, like Azucena is only made of "clay" - and therefore intensely fragile.