I think they should change the book to fit with the new ending, it sounds better.
Seriously though, I'm imagining it would have been weird not to have Dan have a reaction to Rorschach's death at the end of the movie, I think that is a major improvement over doing it exactly like the book. It's more the way it would happen irl in the book, ie he goes off to do something else, oblivious to what's happening outside. But for a movie, you sometimes need that feeling of having something tied up, having spent 2hrs or so with the characters.
The squid is a great wtf in the book, AM filled the book with many details to pad out the wtf with some plausibility, details that may be lost, or may not have been plausible to cram, in a movie. It would've looked great but may have sat there like a big joke in the movie. Folk thought Unbreakable's ending was too much ridiculous, I don't know what they'd think about that, it would be too much.