There’s a particularly sneaky bit of exposition in the dialogue between the Mandalorian and Kuiil (Nick Nolte) just before the final ship repair montage: when Kuiil asks if the baby was injured, the Mandalorian replies no, at least not physically. Kuiil then asks the Mandalorian to explain what happened again, that he doesn’t understand, and the Mandalorian tellingly replies that he doesn’t know, either.
The two never explicitly state it, but the Mandalorian has apparently told Kuiil how he retrieved the egg with the last-minute miracle the baby provided by suddenly displaying its Force abilities. We the audience, of course, know exactly what happened and what it means — but if the Mandalorian is telling Kuiil the truth, then the bounty hunter doesn’t know what the Force is, and he has no idea what the baby is capable of and why. That’s a pretty big deal, and it could have a massive impact on the bounty hunter’s actions going forward. The final scene has him flying through open space with no sense of exactly where he’s going, or what he intends to do when he gets there.
It’s more reasonable than it seems at first blush that the Mandalorian would be ignorant of the Force. Consider: it’s twenty-five years before the ultimate fall of the Jedi Knights and the rise of the First Order, we’re following a man living in the Outer Rim, and we know for a fact that he is an orphan. Even fellow Outer Rim dweller Luke Skywalker was completely ignorant of anything related to the Force until Obi-Wan “Ben” Kenobi came along, so there’s no reason to think that the Mandalorian would be any more knowledgeable on the matter.
The Mandalorian is also… well, Mandalorian, so he probably has very little formal education beyond his tactical and combat training. If you were saved by an indescribable feat of supernatural power that can only be described as miraculous, you’d probably be a little shook, and you may even reassess your priorities. It’s the classic bounty hunter conflict trope: the Mandalorian has now learned a little too much about his target, and it looks like he’ll be faced with a serious moral quandary as a result.