Sometimes, but not always. Every so often, I'll get to the end of a book and say, "WOW! That was absolutely perfect!". Everything that NEEDED to be said was said, and everything that NEEDED to happen to the characters, happened. Anything more, and the book would be diminished. It isn't a frequent occurrence, but when it happens, it's a wonderful thing.
Most recently, I felt that way about "Wind up Girl".
I think when a person wants a story to continue, it is because the reader can see that the story isn't complete. He or she can see that more can happen to the characters, and the author hasn't fully explored the possibilities.
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