The machine does as Carbide Motion directs based on the G-code/post-processor.
For the default case of a .c2d file using the internal post-processor, that means that at the end of the file there is an “end-of-file” command, M30, which Carbide Motion interprets — the current versions act on this by lifting, moving straight back, then to the right to return to the home position — if you have Carbide Create Pro and are willing to go to the effort of writing out G-code using a custom post-processor, then you could replace the M30 with whatever commands you wish: