Well... it's your own choice actually, you can put an end of struggle you had spent with both of them, by going offline.
Or why not just end the game? you had conquered all of europe right? I mean it's really are a waste of a time if you just going went offline without any reward in the end, for experience you had spend with them. Because sometimes you need to be alone to experience an enjoyment from a madness and a freedom!
But again it's your own choice, and I only able to suggest.
