I just finished the season last night and, IIRC, the machine breaks and starts arcing energy in a perfect barrier between Hopper and the window. There's one quick wide shot after this happens where they show the barrier is essentially taking up the whole room. So, I thought they set it up as if there's absolutely nowhere for him to go and avoid the blast radius?
Ultimately, though, if it does turn out that he's 'the American' in that prison cell, clearly there was a safe place for him to go and it kinda makes the whole thing a bit ridiculous.
To your and
@JJ Husker's discussion, I think they'll have to do a S4. The ending was like you said far too melancholy: the friend group is having to split up, Mike and El are heartbroken over the move, Nancy and Jonathan are heartbroken, Hop's 'dead.' There's no real closure for anything. And a new Demogorgon being in a cage somewhere is sort of low-interest at this point. It must hint at something bigger but we don't know what that is.
(I also sort of think it sucks that Will's mom felt leaving was the best thing to do. I get it from her perspective, and it's probably safer for Will, but it sure is tearing a lot of people up).