These shows are artistic creations. When it's clear that the painting is unfinished, and the artist's vision and intent incomplete, why bother? Not every show is like this, many say what they have to say in a single episode (many sitcoms, police procedurals) or season (e.g., Hacks, Watchmen, The Wire). But there are a lot of shows that are just unfinished works-in-progress without the end of their story.