There's supposed to be a cutscene where you talk to Amalet and pick him up, which makes more sense! Somehow it must've skipped that for you.
That's the end of the Story mode as far as main progress is concerned. When we're done with the next zone you'll be able to turn the amulet in and get your new assignment!
Like Quinton, I can recommend trying out the Arcade Mode for a break from Story Mode!