That's because Lonesome Road gives you a new companion - one essential to its completion - in the shape of ED-E, or at least another robot from the same batch. It's a journey that allows you to keep all your current equipment, but as the title suggests, companions must be left in the Mojave. Ulysses insists you meet with him in The Divide, a desolate new area plagued by earthquakes and populated by the feral Marked Men gang. He's the guy who passed on the platinum chip delivery job that kick-started the main game and led to you being shot in the face and left for dead by Chandler from Friends. Lonesome Road has you contacted, out of the blue, by Courier 6, aka Ulysses.
The fact that the intricacies of the story still remain vague doesn't speak very highly of Lonesome Road's success as the de facto conclusion to Bethesda's epic post-apocalyptic adventure. This is a problem, as I've played it through twice, paying attention to the dialogue. What I'm still unclear on are the less tangible, but no less important, questions of who and why. I mean, I know what happens in the nuts-and-bolts sense of what is actually on the screen.
I don't really know what happens at the end of Lonesome Road, the final add-on instalment for Fallout New Vegas.