You explain to the shadows that united labor power is not enough. What they really need is political power through government representation. What if they use their super following-people skills to shadow the people currently ruling and create their own versions of all the power structures? In other words create a shadow president, a shadow attorney general, shadow secretary of labor, etc. Having full knowledge of the details of all the ruling processes will give them precise knowledge of how to lobby to most efficiently tip the levers of power. The shadows think it's a great idea and soon set up their own shadow cabinet a through which they work their shadowy forces. While you miss the show, you do get a personal stake in the new shadowy world order, and having shadowy friends in high places is definitely worth it. For the record, this ending is actually a pretty funny joke though you might need to ask a British friend to help explain it, and, as we all know, it's always the best sort of joke when the writer literally has to tell you "believe me it's actually funny..."