Neither Star Wars or Fallout end, but their characters have decidedly conclusive tales. Or their tales just don't end; I think Luke Skywalker's still kicking around in the expanded universe.
My Warden had personal problems to take care of, and headed out to do so. Whether or not he does, if he dies along the way, if he fails, all that is left up in the open. In fact, it's left ambiguous whether or not the Blight is over, with the Orlesian Warden leaving his command to go to Orlais and never be seen again despite rumors of another Blight.
Even a character that marries the king/queen get the "He left and never returned, adventure is not yet complete..." ending. There's no clear conclusion one way or another. At least at the end of Fallout it's clear that he's solved all his problems and has just to live the rest of his life (And it's revealed in Fallout 2 that he/she established a village and had kids).
Sure the universe persists, but the Warden is the only character without an actual ending (though I suppose Morrigan, too, to a degree). Solve it with DLC, a flier, something. Don't just leave it up in the air, with heavy sequel implications and then say "Oh, well, his story isn't the focus".
Jesus, the only way to get closure - the only way - is to die fighting the Archdemon, come back to life to play Awakening, and side with the friggin' guy responsible for the Blight. Even then, you'll get the "He took off..." ending.