Due to the nature of this site, I've skipped large swathes of the story that have nothing to do with Beatrix. She is a minor character after all, and she isn't seen again until Zidane and his friends are attempting to enter Memoria - the final dungeon of the game. A large orb of light has appeared above the Iifa Tree - the tree that is responsible for producing the Mist in the world. From this orb, large numbers of silver dragons are appearing. Beatrix arrives on the Red Rose along with Lindblum's fleet to help clear a path for Zidane and his companions onboard the Invincible so that they can get into Memoria.
Beatrix is accompanied by some of the Knights of Pluto. Despite her much improved relationship with Steiner, she remains unimpressed with the rest of the Knights.
Blutzen, Pluto Knight II: "...we all know you came along because you were worried sick about Captain Steiner..."
Beatrix: "Did you say something?"
A couple of things about this exchange - the Pluto Knights have picked up on Beatrix's feelings. I'd love to know how they know, and if it means Beatrix has been unbearable to deal with as she tries to deal with her worry. The other thing is that it's also a little insulting to her - Beatrix is the general of Alexandria and the highest ranking person in the kingdom apart from royalty that we've seen. She's probably running Alexandria in Garnet's absence. She "came along" because it's her duty. Yes, she probably is worried about Steiner. She's also no doubt worried about Garnet. Reducing her motivations to a man is doing her a disservice. (I can understand why Beatrix might not like the Pluto Knights, to be honest.)
Meanwhile, on board the Invincible...
Steiner: "Red Rose!? Could it be...Beatrix!?"
Zidane: "Quite a woman, you fell in love with!"
Steiner: "You're one to talk!"
Garnet: "Wait a minute, Steiner! What did you mean by that!?"
Which is altogether a much cuter scene, and the banter between Zidane and Steiner is nice. Steiner has finally accepted Zidane and realises what a good person he is - and how good he's been to Garnet.
With the aid of the Red Rose and Lindblum's fleet holding off the swarms of silver dragons, Zidane and the others battle a Nova Dragon. This creature is the head of the swarm, and defeating it causes the halt of the other silver dragons, ending at least one peril in the world and allowing Zidane to reach Memoria.
Of course, Zidane and the others successfully defeat the Big Bad, and end up back at the foot of the Iifa Tree. The whole area has become unstable, but Beatrix and Cid have both stayed in the area on their airships. They fear for the fate of their friends, until they spot them a distance away. Beatrix realises Cid on the Hilda Garde is closer.
Beatrix: "You. The tall one."
Haagen, Pluto Knight VIII: "Sir! Haagen, Pluto Knight VIII, ma'am!"
Beatrix: "I didn't ask for your name. Contact the Hilda Garde right away."
Haagen, Pluto Knight VIII: "Yes, sir, ma'am, sir!"
Yeah, she really doesn't like the Knights of Pluto.
The Hilda Garde dutifully goes to pick up the heroes. But Zidane realises there's something else he has to do. Kuja remains in the depths of the unstable and dying Iifa Tree, and Zidane knows he must rescue him. While the rest take off in the Hilda Garde, Zidane remains behind, watching a tearful Garnet leave.
Some time later...
The world is finally, truly at peace. Garnet is queen and Alexandria has been restored. Lindblum is also recovering, and Freya is involved in the rebuilding of Burmecia. A happy ending, right?
It seems not for Beatrix, who is still melancholic. She lays down her sword, Save the Queen, on the table in Garnet's room.
Beatrix: "It's time to say goodbye to this room...
Save the Queen, you have served me well..
My duty is finished here. Farewell, Alexandria..."
She feels her duty is done and has decided to leave. It seems a little out of the blue, but there have been hints at her inner turmoil, although it's never fully explained. However, before now there were battles to be fought and plenty of things to keep her attention. Alexandria needed to be rebuilt, and she had a duty to be there until Garnet returned to claim her throne. Beatrix had a purpose.
But now? What use might she be in times of peace? The general with the terrifying reputation who blindly followed the orders of the old queen and stained her hands with so much blood? It would be hard to expect any Burmecians to forgive her actions. Perhaps Beatrix feels she isn't fit to protect someone like Garnet. After all, Steiner is still there to serve as her guard.
It's all very different to the arrogant general from the beginning of the game. Beatrix is so loyal to Garnet and Alexandria, it seems unfathomable that she would walk away from them both. But her mind seems set.
But as she is leaving the castle, Beatrix meets Steiner. He seems to know something is up.
Steiner: "Where are you going?"
Beatrix: "Please don't ask. My mind is already set."
Steiner: "Wait! Listen to me!"
<Thump-Thump...Thump-Thump...> "I, uh...
I-I never wish to lose you again!!!"
Steiner: "Let us protect the queen together!"
Beatrix finally turns to face Steiner, and the scene fades to black with her running towards him, presumably for an embrace. Obviously, she has decided to stay, and it's not like it took much convincing from Steiner to get her to remain. However, Steiner does seem to know she's planning on leaving - he doesn't seem surprised, and it appears he might have been waiting for her.
See, one of Beatrix's problems is that unlike basically everyone else in Final Fantasy IX, she has not yet learned that it's okay to rely on your friends. She doesn't have to keep her fears to herself or get through life on her own. Her doubts don't make her weak.
So, perhaps she just needed to be reminded of that. It can be difficult to ask for help - I can't imagine Beatrix is the kind of person who would readily admit she needs assistance. Knowing that Steiner is there - that he doesn't want to lose her again, that he feared he had lost her once...she doesn't seem to want to lose him, either. Their relationship is ultimately something that betters both of them as people.
Bookending the story nicely, Tantalus has returned to Alexandria to perform I Want To Be Your Canary for the new queen. Onstage, the hooded character of Marcus wonders where his love Cornelia is, and why she has not come at the agreed time so they could run away together.
Marcus: "Could she have betrayed me? Nay, ne'er would my love speak false.
I must have faith! She shall appear if I only believe!
As the sun lends me no ear, I pray instead to the twin moons!
I beseech thee, wondrous moonlight, grant me my only wish!""
<He removes the heavy hood, revealing his face>
Zidane: "Bring my beloved Dagger to me!"
Up in the royal balcony, a very surprised Garnet immediately rises to go down to meet Zidane. Both Steiner and Beatrix tease her a little bit before opening the doors to allow her to descend to the stage. Even if they wanted to prevent her from meeting Zidane, I very much doubt they could do anything to stop it.
Garnet makes a mad dash through the crowd, desperate to get to Zidane, and finally she reaches him. As they embrace, the crowd that has gathered to see the play applaud, and from the royal balcony, Beatrix and Steiner smile at each other and together lift a sword. (It appears to be Save the Queen, but Beatrix is still carrying a sword.)
The light catches the sword, making it a shining symbol of hope above Zidane and Garnet, and ending the game on a really lovely note.
"Farewell. My memories will be part of the sky..."