I'm not happy about Baby's fate, though. And when Dean gets back, he's gonna be pissed.

Is there a rule or something that states that she has to get hurt in every season finale? Poor Baby.

I'm curious, though. The one thing you didn't mention was the final event of the episode -- Castiel disappearing and leaving Dean all alone and surrounded by beasties intent on ripping him apart.

I didn't even worry too much about that because I think the answer may be quite simple: I think he just went to scout the area. Figure out where the monsters are, if there is a place they can hide, or that is at least easy to hold. Castiel may be in a fragile state right now, and not willing or able to think about fighting, but he has always been a good strategiest and from we saw in this episode his instinct takes over when he or someone he cares about is in actual danger.
I very highly doubt that he'll just leave Dean behind. Remember when Dean told him that he'll probably die tomorrow, and Cas said he'd go with him? And how Cas wasn't in the least bit surprised that they ended up in Purgatory? I think Cas knew very early that this would most likely happen, and he made the (more or less) conscious decision to stay with Dean and protect him.
I may be wrong, of course. Maybe he did shy away from the conflict. But then he will quickly figure out that a) there is nowhere to run to in Purgatory, and b) that he left Dean in danger, and he will be back very quickly.

If someone or some force had yanked him away, I expect we would have heard some sound of struggle or a shout of warning from Cas or something.
I don't know, for some reason I'm not too worried about this.