Bloodletting

I got Bloodletting because a quote on the box described it as "Natural Born Killers done right." Well, that just sounds like a challenge to me. I happen to really like Natural Born Killers.
Bloodletting is about a woman who tracks down a serial killer and forces him to teach her to kill people, too, and they fall in love and have a weird relationship.
And once I got used to the awkward acting and no dollar budget, I rather enjoyed the movie. It isn't a horror movie like the box claims; it's more like a very dark and bizarre comedy. The guy who played the serial killer was pretty damn funny; I liked his delivery and I found myself laughing at lines that I probably would have ordinarily found stupid. The whole movie had a sort of gory, no budget appeal.
Until the last scene.
(From here on in, there be spoilers.)
In the last scene, the two main characters have beaten and shot each other silly and are bleeding to death. The woman confesses the guy killed her mother and the guy confesses he isn't the serial killer at all, but just some guy. He went along with the woman thinking he was the serial killer because she was pretty and he was lonely. "So you killed people for me?" she swoons. And then they laugh and bleed and die together.
Except that doesn't make any sense. In the scene where they first meet, when she gets into his house and then tries to escape, he starts acting like a serial killer before she says one word to him about it. He tells her he has magnetic locks on the doors, the windows are unbreakable plexiglass and none of the neighbors are home and, therefore, wouldn't be able to hear her scream. How could he be "going along with her story" then if he hadn't heard her story yet?
The entire movie, all its weird humor and bad acting charm, fell apart completely when he said he wasn't the serial killer. One line ruined all the good feelings I had about Bloodletting.
Man, that sucks.

End of line.
-Sally