Just watched the first episode again and he didn't exactly say that they would go back to the real world if they cleared the game, just that they would escape from this world.
As long as they leave room for the other arcs, I'm fine either way lol.
Apparently the anime is different from the light novels though. In the novel, the story starts on level 75 or something and tells you slowly how they got up there, and it doesn't do it in order as well.
In the anime they've put everything in order.
Naw, they already did the who sad mopping thing with the main character after he joined that small guild. But I do feel something bad will happen to Asuna.