The ending of the film is a tad preachy, and scary, and it stays with you (I have seen the film 26 years ago):
The parents, representing the rat race generation that Terry Gilliam abhors. They have no place in a world with no evil (now that god has gotten rid of all evil). That's why they have to disappear.
The rest are not evil, but not good. That's why Kevin needs to "Stay here to carry on the fight" as the supreme being is saying.
The lesson is scary, but beautiful in its own right: Even those closest to you may be evil seeking traitors. You have to fight for imagination, and goodness, and against greed and pettiness all by yourself, with just a little bit of help from an occasional kindered spirit, symbolized by Agamemnon/The fireman.