I've just finished Bulletstorm and in the last cinematic where there are two people talking (just after the space pod cinematic), all I saw was a black screen and some subtitles.
Is this a problem with the version I had or is this to be expected?
Bulletstorm's last cinematic does not have a video. You saw it correctly. I assume you're talking about the post-game scene where
Ishi turns out to be still alive, along with Saranno?
It's just a black screen, perhaps to build suspense, or perhaps also to
not reveal the new cyborg models of Ishi and Sarrano.