Melancholia is a realistic "what-if" science fiction, set in roughly the time we live in. The whole plot is centered around the concept of this planet approaching. Being what it is, why would they choose to ignore the effects of gravity as the planet approaches?
The moon is a relatively small satellite and is quite far from the Earth, and consider how it influences the tides with the gravity. Now think of a whole big planet that gets increasingly close until it touches Earth and then the movie ends.
In truth if you stop to really consider the effect that would have, it would probably have freed up a whole lot of Earth's mass on the side it was approaching, such that the surface of our planet and much more beneath would have been ejected from the atmosphere, drawn to the approaching planet. Or in the very least, gravity would have been lightened greatly.
But why wouldn't they explore even a grand finale where the characters at least are ejected? I found it terribly unrealistic. Was it a choice of saving on special effects? Didn't the people involved in production even consider the physics of it? Are there interviews done with them surrounding this issue? Or is it a non-issue as far as entertainment is concerned (i.e. it's not relevant in this movie/genre)?