I just listened to this one today on my lunchtime walk, and boy, did it grab me. When Thornhill stepped onto the third rail, I was taken aback as I also thought it was a bit abrupt, but when he found his daughter, I understood. His depression was, to me, palpable from the beginning of the story, but it wasn't until then that we had a reason why. Why he chose a life "down" and why he was using an alias (I assume his story would have been in the news and he changed his name so he wouldn't be recognized and prevented from being in the tunnels.)
I don't forgive him for the suicide, but I understand it. He doesn't need MY forgiveness anyway. He needed to help his child more than he needed to live an empty life. (Please don't read this as my condoning suicide. I don't.)
Anyway, as kibitzer said, this was a beautifully atmospheric story. It made me sad, and it made me think, and I liked it a lot.