Honestly, OP, it's one of those things that happens. A Bad end of sorts. I wouldn't let that ruin your ability to Nep, and I'd definitely watch the other endings in 2 as a result, since they're all much more lighthearted and what you'd expect from Neptunia
I've never gotten the Conquest End. It's just not the ending I want in my cute girls games - but I know some people love that the series takes such a dark turn