I assume that since so many story arcs are exposed and tied up in the ending sequence (and implied, in the case of CC-related details), a "metagame" warning would kind of break the mood and keep the player from pondering the various implications of the ending. CT and CC had relatively short or straightforward endings so they didn't have to deal with these sorts of considerations. But maybe it's just me, I don't know... Well, another point to consider is the players won't know until the end of the ending that they can go back to before the last battle, whereas the decision box stuff removes the ambiguity so that players might be more at ease. If they ask themselves "Should I save? Should I not?" throughout the ending it can also take away from the effect, especially since they may not know that it's the ending (the Dream Devourer is still out there after all).
If we do the decision box stuff, the different choices would be as follows (some lists go up to 5 because the location that you are leaving doesn't count):
Ayla: 1/ Mystic Mt, 2/ Ioka (submenu), 3/ Singing Mt
In Ioka: 1/ Ayla's Tent, 2/ Meeting Ground, 3/ Trading Post, 4/ Hut, 5/ Leave Ioka
Glenn: 1/ Truce Canyon, 2/ Truce (submenu), 3/ Guardia Castle, 4/ Cathedral, 5/ Zenan Bridge
In Truce: 1/ Inn, 2/ Residence, 3/ Banta's House, 4/ Leave Truce
Crono/Lucca: 1/ Lucca's House, 2/ Truce (submenu), 3/ Guardia Castle, 4/ Cathedral, 5/ Zenan Bridge
In Truce: 1/ Crono's House, 2/ Leene Square, 3/ Mayor's Manor, 4/ Ticket Office, 5/ Leave Truce
In Prehistory, this leaves out two caves and one hut, but they don't say anything different in the ending anyway. In 1005 AD, this leaves out one residence in Truce that I can't fit in the list, but the two NPCs concerned can easily be moved to Leene Square instead (to fill the emptiness of the Telepod Exhibit for instance).
Anyway, Mammon Machine loop or black screen decision boxes... The second solution gets rid of all ambiguities, but I'm fine either way.