Gah, that's the worst possible thing that can happen. But, it does happen quite often because you use up all your items on the floors below, only to have nothing left but your current HP when you get to the final room.
Wha...? Really? Did it go as horribly wrong as my Sonic Unleashed game on the 360 yesterday? (Brushing against the 'eject disc' sensor whilst checking how hot the console was which ejected the disc, about half-way through a level. It was too late to restart it.)