You were expecting a happy ending where everyone has a big group hug and sings "Kumbaya" around a campfire?
These are very flawed and sinful people. They're not going to be fully reedemed in this life -- they've got a bit of purgatory to go through first. You're the one who always talks about redemptive suffering. What's more Catholic than that?
Yes... you might end up in a painful marriage, but is that worse for your soul than sinful adultery? Yes... you might end up in a monastery battling your demons, but would it have been worse if you had surrendered to them? Redemption ain't always pretty -- that's why we use the crucifix as the symbol of our faith, rather than the Buddy Jesus.
As for Charles, it's been a while since I've read the book, so I don't remember all of the details, but doesn't he end up in the chapel at the end of the book before the tabernacle in adoration? The novel isn't very explicit about his conversion, but keep in mind that Waugh was writing to a secular British mid-century audience. A very sentimental lightning-bolt conversion would have been laughed at, so he went for a much more subtle approach.