I've been pondering about it too, for all the occasional implausibilities*, it was a very vivid drama.
I think General Edel shot himself, as said upthread, he had lost everything he cared about.
Also more cynically, I'm not sure what his character would have to offer a second series as opposed to Alex, like Theydon'tknow said upthread.
I'm pondering wowfudge's comment upthread that "Martin loved the freedom he had the west and the lifestyle.", because a major aspect of the series is that we didn't know much about Martin's inner thoughts at all. It was quite telling when he dropped Yvonne at the West German Embassy and she realised that he didn't have any real feelings for her.
I think because for all that Martin was the face of the series, it was really about two families, the Edel's in the West and the two sisters in the East and their relationship with the East German state.
*The murder/disappearance of a young soldier on a train, in suspicious circumstances would be a pretty deal. The face of the real Moritz Stamm would be everywhere, making it impossible for someone else to assume his identity.