Well, dying and winding up in the Underworld isn't the final destination as implied by the base game and dlc. Orpheus remained stuck in the Underworld due to his grudge and the subsequent confusion of feelings due to the lack of catharsis in seeing it resolved. In short, he was dealing with an existential crisis that kept him from passing on. While Orpheus can choose to write a new story in the other endings and find something worth pursuing, the green ending is him putting his aimlessness and grief to rest properly so he can pass on to whatever comes next, to where Eurydice had long since departed. Which was ultimately all he wanted. That's my interpretation anyway.
