Finished the main Quest and the game does not allow a continue from that point. Game returns to main menu and can only load last/or a save. Is this a bug? Fallout you could continue on after completing main quest.

(First!)
No, there is no Broken Steel for this game. If you want to play the game more, start it over and look for everything.

...And no there will be no plans to allow you to continue after the main quest.

You cannot, it is not a bug and will not be changed.