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The most obvious reason would be CC calling to Lelouch in the closing scene of the episode. As we can assume CC to be still sane, she must be talking to someone, and that someone would most probably be the driver of the cart: Lelouch would have to be alive.
Second, however, and this is where the others have thought things through, Lelouch is alive because he got his dads code. He beckoned the World of C to lend him its powers, and he took Charless code before Charles passed on. The reason why Lelouch still has his Geass is because he didnt take the Code from the same person who gave him his Geass: he took his Geass from CC, and he took his Code from Charles. Thus, he now possesses both immortality and a Geass. This is also a reason that the title is Code Geass: Lelouch of the Rebellion.
To further corroborate this, however, remember that when Nunnally held Lelouchs hand he transferred his memories to her. CC also did it when Lelouch touched her accidentally back then, so it could be assumed that people with Codes are indeliberate telepaths. This leaves us with both immortals traversing the world for the rest of eternity.
Tags: Code Geass R2 Lelouch C.C