Kuro deeply appreciates Wolf's loyalty, but usually he can only give him orders. However, if Wolf presents him some rice from the Divine Child of Rejuvenation, Kuro makes a sweet sticky rice ball out of them. Wolf, who was content with eating the rice grains raw, finds it delicious.
If you follow a more compassionate path, Emma will comment that Wolf's brow is slightly less furrowed than usual. Similarly, the Sculptor will say that the shadow in Wolf's eyes is starting to lighten. If you stay loyal to Kuro and offer Isshin Ashina some Monkey Booze, his threatening line about killing Wolf if he becomes Shura changes to Isshin stating that he must have been mistaken about seeing such a shadow in Wolf's eyes, implying that Wolf's decision to defend the innocent Kuro has prevented him from falling down the same dark path that the Sculptor did.
Wolf can acquire numerous samples of sake to share with the Sculptor, Isshin and Emma. Each time they will reminisce about a significant event in their past with Wolf. They always sound very at ease and positive, and it's a nice change of pace from the usual slaughterfest you have to fight your way through.
As an example of one of those stories: Wolf can learn from Emma that she met Sculptor on a battlefield as a starving little orphan. Sculptor gave his rice ball to her, and after Emma decided to follow him, he made sure that she would be raised in good hands, becoming a doctor instead of a shinobi.
On the flipside, Wolf himself opens up significantly during these sessions, asking questions about his companions and their lives, and seeming more like an actual friend than a servant to everyone. It's telling when, compared to him gruffly repeating what he hears in order to retain necessary info, his tone of voice changes to curiosity and genuine care.
In order to get the Purification ending, Sekiro spends a lot of time eavesdropping on Kuro and Emma and confronts Emma on what he can do to save Kuro's life. This implies the fact that Sekiro is acting on his own as to protect his lord's life. He even states to Emma that he doesn't wish for Kuro to die, which Emma agrees with.
If one is gunning for the Return ending, Sekiro gets close to the Divine Child of the Rejuvenating Waters and takes steps where she does her part in trying to sake Kuro's life. And she succeeds, as she takes Kuro's soul, someone that she just heard from Sekiro, and fuses his soul on herself. And Sekiro does not lose his purpose in life and joins her in her journey, unlike the normal ending.
Also, Sekiro is very gentle with the Divine Child after he heard what she has been through, even going out of his way to give her a persimmon. She returns the favor by giving a special kind of rice that he can give to Kuro to make the aforementioned rice balls.
In fact, both Kuro and the Divine Child are appreciative of each other's efforts to help Sekiro on his journey. Kuro always requests Sekiro to thank the other whenever they talk about her. And it's implied that the Divine Child is running her body ragged to give the necessary items for Kuro to be saved.
In the context of the other endings, Return shows Sekiro is taking seriously the karmic debt he's accrued in killing so many people. Instead of serving just his lord by severing immortality or purifying it, he is in a way saving the world. Both of those measures remove the Dragon's Heritage from one generation, but not its renewal in the future. By helping to properly return it, Sekiro is ridding the world of a cause of near-incurable plague, a source of corruption which turns old friends into mortal enemies, and in a Buddhist sense a great evil. Further, he made the choice to do this himself: he was not compelled by a code, or instructed to by his master. It shows great character development to go from a single-minded tool to someone realizing their place in the universe, and seeking to make things better.
If Sekiro helps out Aneyama, you can recruit Kotaro where both develop a close bond with each other. It becomes a tearjerker at the end, as Kotaro dies driving the soldiers away. Aneyama just chuckles that he's sleeping and states that he has an item he saved just for you before promising that he will turn that to a mountain of gold while dying himself.
Sekiro winning Game of the Year at the Game Awards, the first FROMSOFT game to do so. If you pay attention closely, Miyazaki is close to tears when he went up to receive it, in the backdrop of a standing ovation and overwhelming applause from the audience.
In a strange way, Owl's reaction to being killed by Wolf in either of his boss fights. Owl may have borderline — if not outright — abused Wolf while raising him, and used him as a tool for his own ends, but the Remnant from his second fight makes it clear that he did genuinely care for his adoptive son deep down, even if he had a really weird way of expressing it. His acceptance of his death and his statement of pride in Wolf, coupled with the Remnant for his Hirata rematch, make it clear that getting a true duel to the death with his adopted son was a dream come true for Owl.
The Purification ending is sad on the surface, with Wolf killing himself to free Kuro of the Dragon's Heritage. However, if one thinks about it a little, it actually represents Wolf breaking free of what would have become a vicious cycle. Should he obey Kuro's wishes and kill him, the ending shows Wolf taking up the Sculptor's role. He will ultimately be consumed by his regret and anger, just as the Sculptor was before him, with similar results. Kuro, however, is entirely innocent; he didn't ask for the Dragon's Heritage, and does all that he can to end the bloodshed by those seeking to obtain it. By giving up his own life for the innocent Kuro, Wolf successfully defies what would have otherwise been a tragic fate, succeeding where the Sculptor failed.
When Wolf kills the Blazing Bull, he gently places his hand on its head, briefly comforting it as he performs the deathblow. It's a compassionate moment that shows Wolf has no hard feelings and probably realizes the animal was only attacking because it was panicked.
The final boss battle with Sword Saint Isshin is this, in a weird way. Isshin gets a chance to come back from the dead, and despite not holding any malice towards Sekiro, is honourbound to fight him due to Genichiro’s sacrifice. However, he absolutely relishes his chance to have a no-hands barred, honourable duel to the death with Sekiro, who had proven himself as a worthy opponent throughout his journey. Instead of simply dying from illness, Isshin gets to go out the way he wanted; fighting the one opponent who can best him. You! Sekiro not only can face Isshin at his prime, but beat him. After a long and hard battle, Isshin gets to leave the world, doing what he loved, on his terms. He accepts his fate, and congratulates you on your hard-earned victory.
