In the end what happened to Jen Yu?

I think she survived and simply intends to live her life however she wants.

She clearly didn't actually want to live in the desert and be poor.

Lo promised her that he'd try to become someone her family could accept her marrying. He clearly didn't do that and instead he wanted her to give up her wealth and position merely to be with him.

Jen simply wanted to be the best fighter in the world. With Li Mu Bai dead and with Jen now better off spiritually (she no longer has the corrupting influence of Jade Fox), she can simply get the Green Destiny sword back and now be the best fighter in the world.

Plus, we got that hint with Yu Shu Lien telling Jen (and the audience?) that clearly Jen doesn't need to borrow clothes and such. If anything, she could simply steal from her parents.


Edit: Also, Li Mu Bai says that there's some council or whatever who could admit Jen and teach her more skills. So, perhaps she could also do that.

The latent causes of faction are thus sown in the nature of man [...] views

That's a really good point there. However, I don't think there is a need to be this literal. If we are going to play that game, we could just say the mountain the boy jumped off was back in the west, not 武当山, so none of it makes any difference.

I like to think 娇龙 （Jiaolong） floated away back to the past where she and 小虎 (Xiaohu) were still together. I think the way the ending is filmed with her floating away in a dreamy, ethereal way leans towards this interpretation. If Li An wanted to film her falling like a rock to her death he easily could have done so. But, like the smart director he is, he left the ending more open and thought-provoking. Is Deckard a Replicant? We'll never know.

Yeah, I think him saying that was his way of expressing that he didn't want her to jump