Every game that I have ever played (except F3 with Broken Steel) has ended
Let me look up the meaning of "end" for you:
End
n.
1. Either extremity of something that has length: the end of the pier.
2. The outside or extreme edge or physical limit; a boundary: the end of town.
3. The point in time when an action, an event, or a phenomenon ceases or is completed; the conclusion: the end of the day.
4. A result; an outcome.
5. Something toward which one strives; a goal. See Synonyms at intention.
6. The termination of life or existence; death: "A man awaits his end/Dreading and hoping all" (William Butler Yeats).
7. The ultimate extent; the very limit: the end of one's patience.
8. Slang The very best; the ultimate: This pizza's the end.
9. A remainder; a remnant.
10.
a. A share of a responsibility or obligation: your end of the bargain.
b. A particular area of responsibility: in charge of the business end of the campaign.
11. Football
a. Either of the players in the outermost position on the line of scrimmage.
b. The position played by such a player.
v. end·ed, end·ing, ends
v.tr.
1. To bring to a conclusion.
2. To form the last or concluding part of: the song that ended the performance.
3. To destroy: ended our hopes.
v.intr.
1. To come to a finish; cease. See Synonyms at complete.
2. To arrive at a place, situation, or condition as a result of a course of action. Often used with up: He ended up as an advisor to the president. The painting ended up being sold for a million dollars.
3. To die.
Hm... still means what I remembered it as. A goal that you strive for, which will bring you to a conclusion, and then... you're finished.
Some games you even die, or they end in such a way that there need to be a sequel for it.
And on STALKER, I've played Shadow of Chernobyl, there were 7 different endings IIRC, I only experienced like 3 of them I think, and I didn't get to play after any of them because... 5 of them you die, 1 you get put in a tube and the "good" one you "fix" the whole Zone, make it a paradise. FUN to play post-ending after that! Then in Clear Sky, there is only one ending where you are captured, and turned into a mindless zombie. FUN to play post-ending after that! But I haven't played the third game.
actually a game "ending" isn't that big a deal since you just avoid the last quest until you want the game to end...but having said that, its just annoying to have an open world sandbox game end after the main quest...its a lack of work on the developers side and this idea that all these "changes" happen so they can't continue past the ending, thats just nonsense, they just make a story that a lot of changes happen so that they don't have to work as much on the game, its a shortcut, a timesaver....its not about making the game better.
The world would have to adapt to http://fallout.wikia.com/wiki/Fallout:_New_Vegas_endings in that case. And then you'd complain there's no new quests to do in this new world