Hey, 41 was actually one of my favorites. Why? Because (unlike sooo many plots that just provide a stupid hand-wave at the end that 'oh, by the way, it was all a dream') I think this one was intended to be viewed as a dream from the start. And it still manages to be a compelling story, even if it is just a dream. I see it as very important and revealing character development for Jake. The mere fact that his mind can compose such a bizarre and twisted horror-story shows how much he's been through, and hints that he's maybe starting to lose it.
I think the voice at the end was utterly and completely unnecessary. I think the author was trying to avoid the 'it was all a dream' cliche, so they wanted to hint that it was something more than a dream, when, IMO, it didn't actually need to be anything more than that. Who knows? Maybe Jake just dreamed the voice, too.
I do, to some extent, appreciate the sense of mystery behind the One. I just think he was introduced too late in the series for it to feel like a serious 'mystery.' It just ends up feeling like something the author ran out of time to explain.