Hehe at the link
So just because there's a road sign somewhere you assume we're headed for an expansion set?
I don't know, my guess would be that they cut the story, as assumed on you post, in different parts.
Some months before release, Larian did say something about it taking a lot longer that they had anticipated to complete the game and that fans were getting impatient.
Maybe, as to not lose any loyal followers, they released it as it is, even though the story isn't over yet. Though they should have announced that the ending we're presented isn't THE ending. It would have made life for a lot of people, including myself, much easier.
I couldn't help but e-mail one of the employees to ask about it. And even if they don't answer, they live only a couple of miles from my house xD