I killed Xenofex again, and got the same result: nothing.
So, being the persistent sort, I went through the place for a third time and killed him yet again, and this time I got the exit video and the game progressed normally. My Level 40 party (SSTP)finished with a score of 14436.I have no idea why the game finally worked right.
A few notes:
--Roland apparently never leaves that cage, even after you see the cut scene. He stays there, thanking you for visiting him and handing out keys, forever. Try it with a saved game; I think you'll find he is still there. (I always assumed he would vanish from the cage, but then I never clicked on it after killing Xenofex.)
--There is no item on Xenofex that proves you killed him.
--You will see the cutscene of Catherine pardoning Archibald every time you leave Colony Zod, should you go back there after doing the quest. At least, I saw it twice.