Yeah, this episode (season finale of season 4) definitely changed things up. It seemed like things were finally looking up for Mordecai and Margaret, but her leaving obviously changes things. One thing I noticed in this episode was how Rigby's attitude seems to have changed about Mordecai and Margaret; before (like in the episode about the Friend Zone), he was dismissive and rude about their relationship, but in this episode, he was really supportive both when Mordecai told him he was going to ask her to be his girlfriend and after she left. I wonder if a storyline for next season will be the "maturation" of Rigby, sort of like how this season focused on Mordecai getting up the courage to ask out Margaret.