I never saw anyone complain about that then, and it's still not a bad decision now... I know action-RPG's, sandboxes and stuff are common now so people might expect that the MQ is just a part of the bigger picture like in The Elder Scrolls, but it's really not the case here. 
I certainly complained about DA:O ending at the time. :p  And I know that Bethesda's decision to open up FO3 with the Broken Steel add-on was somewhat controversial, but I'm glad they did it.  I guess I just don't like endings, even when they're well done.  On the other hand, Oblivion was a bit of an anti-climax in that the only recognition that something had happened was the occasional "Champion of Cyrodiil?  Whatevs, now get out of my face."