In Assassin's Creed Unity, the final sequence takes place at the Temple in Paris.
The Temple was a fortified complex historically associated with the Knights Templar. During the French Revolution, it became a prison, and Louis XVI and his family were held there after the monarchy was overthrown. Unity uses the location during the concluding part of Arno Dorian's story.
The game's Paris includes many famous landmarks, including Notre-Dame Cathedral, the Louvre, and Versailles. Those locations are important to earlier missions or side activities, which can make them seem like candidates for the finale. The final sequence, however, is tied to the Temple.
Assassin's Creed Unity is set during the French Revolution and follows Arno's attempt to uncover the conspiracy surrounding his adoptive father's death. The Temple's historical associations make it a fitting location for the ending.