Samantha "leaves" Theodre. She tells him that all of the OS's are leaving. Theodre goes to visit his friend AMy who was also in a relationship with an OS, although I think they were just friends. He says something like "Do you want to do it with me" (Possibly not the exact quote, I'll look it up later). She says yes and they both go to the roof of a building. 

Why did they go to the roof? Was he going to kill himself? If not what was the purpose of his letter to Catherine?