Eh, didn't like the secret vault hunter. I loved him in Borderlands 1 and 2, but in Tales he just comes off as... obnoxious. He was cute in the last two games, but in Tales he just swore a lot and detracted from the scene for me.
I agree with you though, that scene was definitely cool. The fact you can pick which cliche, action movie line for Rhys to say at the end of it was even cooler.
Oh, and the ending! Don't get me started on the ending! Rhys and Fiona disappearing like that, right after a heart to heart? The race leading up to it was fun too, because it solidified the brother-sister dynamic they developed. I'm betting you they disappeared like that because they're going to be vault hunters (dlc or otherwise) in Borderlands 3, since the Eridian at the end of the pre-sequel said something was coming, and they'd need as many vault hunters as they could find.