I feel like that for many games. But sometimes the ending manages to actually make me feel good about it. The first that comes to mind is Solvalley School. It is so episodic, and has such a variety of really great endings, that even after the splendid ending that I assume is the canonical one (the one where MC wins in the lottery, buys a mansion and builds a huge harem), it didn't feel like it's really over. It was more like the ending of the last season of Star Trek TNG, where you know that it's not really over because there will be reruns soon. Even if you are not yet ready for starting again from the beginning, you can load an earlier save and try some of the other endings. Sisterly Lust isn't quite as extreme and isn't episodic, but much of what I just said applies to it again.
A lot of games which take a long time to play through do that for me. I spend ages learning and getting to know these characters then it just ends and I am left there like "welp... now what"