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Really, this is a logical way in which to continue the series and provide more background, but I'm not sure if it actually works. The first three issues told a seemingly complete story with the possibility to revisit the concept and characters in future stories. These last two issues are looking like tack-ons that don't actually enhance the overall story (although, that is speculation since I haven't read the final issue yet). The expansion on the Ataraxian's motives is the only thing that really makes this issue worthwhile and could easily have been put off until the next story. Hell, the way this issue opens, with Anna Britton waking up at home and being all normal seems like a good way to open the next story.
Then again, is Ellis attempting to do two stories in one here? Is issue three meant to act as the last part of that story and as the first part of this one? Sort of like how Robert Rodriguez joked that Once Upon a Time in mexico is the final part of the El Mariachi trilogy and the first part of the Agent Sands trilogy... Okay, I'm reaching here, because that's clearly not the case with this issue as it really just follow-ups on the mission from the first three in a minor way that couldn't stand on its own.
I guess I'm just having trouble seeing the structure here since this issue seems so out of place. Maybe the finale will clear things up, but Ellis is usually very good at structure and this doesn't seem like him at all. It's not bad by any means, it's actually pretty good, but... it just feels unnecessary. Examining the whole mini-series will be quite interesting, I think.