The beginning of the episode has Cullen talking to some officers about what had happened - past-tense.
We are led to believe that all the events of the finale have already happened, Cullen has survived, and he is now describing them as facts while being questioned "on the record."
My thoughts are that he is feeding the officers a line of bull, in order to protect the others involved, and lead them to believe there is no reason to pursue. Given the deaths that occurred... I just think it would be difficult to carry on in season 3 with as strong of a plotline if Cullen's "story" was 100% factual. What do you think? Comment below with your thoughts on the upcoming season, or write a predictions blog of your own!