THE GAME - life at the edge of a fall, monitored by CRSs!!

This movie is a little strange. The rich millionaire hero (Michael Douglas), who lives a life of cloistered existence, gets a gift of a special  experience from his young brother (Sean Penn) as his birthday present. What follows is quite confusing - there is a car chase, a love affair, a fall into the river etc for real as our hero tries to find out who is behind the crimes. There are hints along the way that tell him that almost all of the people he encounters are hiding their identities as employees of this hidden company called CRS!! After accidentally shooting his brother, the hero becomes suicidal (kinda) and jumps from the roof of the high rise. He lands inside a hall, still alive, where he meets his brother and others who were part of this dangerous experience. The brother has blood on the front and rear of his shirt because of the bullet that hit him on the chest and then exited out from the his back. He smiles and says to our hero that it was all a game!!

I have quite a few questions about the movie. How could the brother and the hero have survived the Game ?  Are we to assume that they are dead at the end and it is their spirits meeting post death ( like Sixth Sense) ?

Is the message that our life, with all its experiences,  just a Game ? Anyway, by showing all the actors alive and well at the end, the director has done the innocent part of the audience a favor by showing that nobody really dies in a movie and that the guns, bullets and wounds are all fake!!