Sorry brah, even in the game they dodge around that whole matter.
The final Shin Mazinger story event is the defeat of Dr Hell, at the end Asura does not decide to break himself apart - mostly because in this SRW world, the Mikene have been eradicated by some higher power called the Ba'al - who pretty much represent the ultimate force of chaos and destruction.
After defeating Dr Hell, Asura talks to the King of Destruction Gaiou(one of the original antagonists of this game), we find out they once fought together and they say goodbye and Asura simply walks off into the distance.
In the ancient past guys like Zeus, Lord Genome, Apollonius, Asura, Vajra, ancient Getter Warriors, Gaiou and others fought against Ba'al but they suffered a critical blow when Anti-Spirals betrayed everyone, joined the side of Ba'al and fucked everyone up.
Dr Hell uncovers all this and instead of wanting Photon Energy to fight of the Mikene as it was in the TV Show, he wants it so he can unite Earth to fight off Ba'al.
Gaiou is quite strong, he fights without a mech and goes around on a throne made of a great dimensional monster:
http://www.youtube.com/watch?v=rESbNbWI6CA - At the end of part 1 of Z2, when you defeat him he doesn't even fight you at full power and just walks away when you reduce his HP to 0.
