I thought the whole idea was that the Luteces felt guilty about their hand in giving Elizabeth to Comstock, so they took Booker to the lighthouse, let him create his own memories and motivations (get the girl, erase the debt), and then sent him off to get her out.
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I didn't think they felt guilty. To be honest I wanted to shoot the Luteces at the end, I mean they took his daughter and did some crazy experiments. I thought that it was all apart of their experiment. They offered Booker a shot at redemption by going to Columbia to get his daughter, but they let his mind create false memories to see what the brain does in those kind of situations.
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You're right. They paid his debt when he sold Anna, and then he spent the next 20 years...I don't know, being guilty I guess. I imagine if he got back to New York he'd be visited by the Luteces who would explain what was going on and they'd live happily ever after.