On noez, another "RAEG-RAEG-I-dislike-your-ending-fix-it-now" thread.
Someone's little perfect world where is always only happy ending got broken?
Anyway, here is the answer:

Originally Posted by Disapointment
What was the reason of making such an ending?

The same reason as for HL2 ep1 ending. The same reason as for HL2 ep2 ending. It's an episode, an UNFINISHED story. You will get continue eventually, so, why in rage?