It does make you want to know more now about the story when before I was just bothered about us having good solid missions to play.
The fact he shoots him with Ace of Spades, Cayde's own gun, which we know will be available to us at a point in the game makes you wonder will we actually have to face off against Uldrin?! Now that would be awesome.
Also, they've made it clear the raid and location are entwined to the story of Forsaken so we may not defeat the boss behind all this at the end of the campaign, Uldrin or whoever, more so could be the actual raid boss. Similar to Oryx and the Taken King.