Anderson mentioned in the director's commentary that he set the ending up that way because even though the Predator was the "last man standing", he didn't want to make it seem as though it was tougher than the Alien.
Strange that he considered the Preds to be the victors, when all 3 members of the hunting party (Celtic, Chopper, & Scar) all died during the blooding ritual. Doesn't really seem like they won the battle to me.