In the climax of X-Men Apocalypse,
Apocalypse's last words were: "All has been revealed" before being obliterated by Jean/Phoenix.
What did he mean by this?
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This has direct reference to the sequel, which will have the Dark Phoenix Saga, as confirmed by Simon Kinberg here.
Also during an interview, the director Bryan Singer exclaimed the possibilities to use the "big alien, interstellar tenant within the X-Men universe that has not been explored."
Now from what some of us might be knowing from the DPS is that it features Jean Grey (as Phoenix) going head to head against the Shi'Ar - alien empire, who can very well destroy the Earth as we know it. This possibility of expanding the existing X-Men universe with the Dark Phoenix Saga might (and it is a speculation) usher in the Shi'ar, the character rights of which Fox owns.
So, Apocalypse's dying words are (based on Circumstantial Evidences) a forewarning of the Shi'Ar.
Jean saw the end of the world in her dreams ... but who's end of the world was it? She said it felt so real ... but it never came true. so apocalypse is referencing the dark Phoenix saga as she will now struggle to control that power and almost destroy the earth. She will go head to head with the shi'ar and almost destroy the earth in the process. Or apocalypse was just meaning all has been revealed as in magneto and storm betrayed him.