In terms of tone, they did pretty much the only thing they could do. You're not going to top Episode 2 and Episode 5 for sheer intensity or suspense, so best not to try. They went for a rather extended denouement.
I'll bet you anything HBO produces a feature in a few years, picking up where things leave off. Hopefully they don't make us wait 15 years like they did for the Deadwood revival (which, incidentally, is only 12 days away).