What is the significance of the last scene in "A Most Wanted Man"?

I think it is as simple as this: Gunther was angry that he had been taken advantage of, but there was nothing he could do -- so he left.

It never focuses on the second car up after he parks but it matches color and clothing of the American lady and her car. Also when he gets out of his van to smoke he gives a long stare and a possible signal toward the American agent's vehicle as it drives up. Significance is that he was in on it as well, but it could just be coincidence.

To me, the plot of the movie is about different agencies working against each other, if you remember the beginning of the movie a message about how inefficiencies and competing interest in the german intelligence community lead to Muhammad Atta's successful planning of 9/11. To me the movie was about how the intelligence agencies are going back to its "old ways" which was alluded to by the cia agent who said "old habits die hard". Guenther leaving his car signifies that he quit because his way of "making the world a safer place" wasn't going to work because people were screwing him over. Plus it brings into question torture and how it can possible prevent people from helping the intelligence community.

Gunther thought he could trust the American agents, but finally realizes he was set up and betrayed by them. Instead of working together for a positive outcome, the Americans had their own agenda, and never understood his or his country's priorities. This symbolizes something we don't often realize: our image in the world is not always that positive. Gunther is totally disillusioned and disgusted. He's sure the US agents are laughing at him for being too trusting, therefore losing the man he thought he could save. It was just senseless. Good doesn't always triumph over evil.