Although a lot of your arguments boil down to 'because I don't wanna', let's look at each one in turn.
That's a very personal statement. I, on the other hand, would prefer the game to actually end meaningfully. So who's right? Both and neither, so lets's stick to the objective pros and cons of the ending argument.
Well traditionally that has always been the case, but Fallout 3 changed that. Because of the TES fan backlash, Bethesda created Broken Steel to allow TES fans to continue playing Fallout 3 after the MQ. So this isn't a TES/Fallout thing, this is a Bethesda/every other developer thing. Just because things have always been a certain way doesn't mean that it can never change. This is how progress is made.
So rather than having the game end with your Dragonborn going out as a hero, defeating Alduin in a blaze of glory and changing the world forever, you'd prefer to sacrifice all of that because 'he might want to be a farmer'. Though its good that you have a retirement and pension plan for your Dragonborn's twilight years, I'd still prefer a main quest where my character actually achieves something and my character is defined in this way.
I don't have Dawnguard as I'm on PS3, which is another story altogther. However, though the Dragonborn is undoubtedly a hero, is the Dawnguard story actually dependent on having completed the MQ? From what I've read, I don't think that it is - its just an add-on pack with quests that occur outside of, and separate from, the Skyrim base game. Please correct me if I'm wrong.
Ok then.
Have you asked all of them? Conversely, maybe lots of people would prefer their TES main quests to have a main quests with decisions and events that change the world. Just because things have always been a certain way, doesn't mean that they can never change.
Well, I can't make you get Broken Steel, but if you did, you might like Fallout 3 a bit more. You can then play it just like a TES game with a main quest that ultimately changes nothing. You would love it.
Its not that difficult to imagine, is it?
The thing is that so much happens during before the main ending your character should be defined in this way. Make your character's decisions during the main game itself the focus of the game, so that everything culminates in a logical way at the end.
Well, that's true enough. But then again we are just talking about just one shout in the entire game. That's very little content to justify your argument. If completing the main quest changed the world in a noticeable way, and opened up new quests and content (like Broken Steel does), then that would be another thing entirely. But its not the case, and one solitary shout is not a strong argument for continuing the game.