I like Gwyn because he's a very melancholic boss, once the king of the gods of Lordran, he sacrificed himself as fuel for the flame that he created as it started to fade, but despite his sacrifice, it was only a temporary solution.
When you at long last get to Gwyn, he's a mere husk of the mighty god he once was, he had turned hollow and lost his mind, attacking any who would enter the chamber of the flame.
From a gameplay standpoint, you can parry most of Gwyn's attacks. You can NOT parry any of the other bosses attacks, and Gwyn is the FINAL boss.
I think it was just to further illustrate how far he has fallen from the god he used to be.
Gwyn, Lord of the flame. Became Gwyn, lord of cinder.
All in all, a quite sad battle when you really think about it. Coupled with the boss theme in question, it really hits home.