Does Dear Esther end?

I don't mean philosophically or anything like that. I mean literally. I have reached the end of the game, the game faded to black and is now... sitting there.

Do I have to manually return to the Main Menu from here, or will something eventually happen (i.e. another scene, end credits, etc.)?

As far as I know, nothing will happen. So yes, return manually.

It felt kinda weird to not get any feedback, but I liked the empty feeling it left me with.

Yes, this is the end of the game, confirmed by the creator on twitter. Why? He gives you time to sit and think about what just happened. Perhaps to make your own choice. Do you quit? Do you go on? Left alone with your thoughts as the author did, what do you do?

Also, if you hit quick save and quick load, it takes you to where he landed as a sort of epilogue, and you see the two lines in the sky.

If you're talking about the end at the Phone Tower, then yes that's the end of the game.