This is such a wonderful short story, and of course one of the reasons for that is the way that the relationship between these two key characters is presented. It is clear that Rolf is tremendously moved to view the plight of Azucena. He stays with her and tries to support her. Yet the paradox is that in the end it appears that Azucena helps Rolf more than he helps her. It is immensely significant that in the penultimate paragraph, the author describes what they did for each other:
I felt how in that instant both were saved from despair, how they were freed from the clay, how they rose above the vultures and helicopters, how together they flew above the vast swamp of corruption and laments. How, finally, they were able to accept death.
We have already seen how Azucena managed to "unlock" a variety of emotions and experiences in Rolf, and here we see that they are able to help each other accept death. I think there is particular significance in the line "how they were freed from the clay." Of course, as the title suggests, clay is a major symbol of the story as it suggests the inherent fragility of humanity. Becoming "freed from the clay" therefore suggests that their acceptance of death has allowed them to pass this and accept death with equanimity.