Well, I think they kind of whiffed the finale.
So many aspects of this final episode feel as though they were written by people who simply don't understand these characters, but the most grievous misstep is, of course, Martha’s affair with Dale. Not only is this is a tired storyline from a far more conventional sit-com, but I really don’t think it works here. Dale and Chip are sufficiently different that it is hard to justify the move as a spontaneous fantasy fling for Martha, and Dale's justification ("Martha makes me feel alive!") may hit the right comedic tone for the show, but it's something that even Dale can't possibly be dumb enough to believe.
On top of all that, Chip’s ongoing, dismissive treatment of Martha this whole first season would make it hard to believe that he would even care, let alone be so upset that he’d immediately drive through a pile of oranges, have a meltdown at Arby’s, consider suicide, and then hop a boxcar for parts unknown. There are things that could have happened to bring Chip's character to this point, I just don't think that this was a realistic Inciting Incident.
As for Martha, the finale throws a totally different light on her character, and it kind of makes her just as despicable as Chip. And that's not who Martha is. So far, she’s been playing a ‘holy innocent’ role; the Neutral Good to Chip's Chaotic Self-Absorbed. Her sense of loyalty is part of her character's inherent structure. Does anybody remember the coyote she refused to take to a shelter? Or her asking Eddie if his whore ladyfriend took debit? The finale just betrayed that aspect of the character. Nor would Martha be so naïve that she'd not understand the consequences to their friendship.
In short, Martha can no longer be Chip’s foil if she’s just as selfish and awful and impulsive as he is, and that's really going to make for a different dynamic between the two of them in season two.