I never really liked the rewriting of Tomb Raider's backstory from Legend onwards.
Basically, it seems like they're making the game like the movie, and as that movie was awful, I don't approve of that idea.
The game felt a little short to me, Tomb Raider games used to average 12-15 levels. Underworld had 6 levels. That puts it just above Tomb Raider III Gold (5 levels) in terms of content.
I never got to the end of Anniversary myself, but it ends with Natla turning into her true form and being buried beneath the rubble of the Great Pyramid as it is destroyed. See Underworld for the continuation/finale of that story.
Personally, I never really understood the Underworld version of Natla. In the original game, she was just a normal woman with an extremely high intelligence. She had no special powers and was definitely not a goddess! And the part about the Midgard serpent also made no sense, Natla's goal was not total destruction of all living things, she just wanted everlasting war to "create superior species".