I totally agree, that's why the ending was screwed up, not to mention that you probably deserve to hear what your characters have to say about what happened at the end (or at least know how the hell they ended up on/survived Malchor V)?
I totally agree with Naso's comment about the HL2 ending. HL2 had a cliffhanger as well and a lot of people whined about that ending too, although I was one of them who actually thought it was alright, provided they explained what happened in the third. KOTOR 2 suffers from the same problem except you'd expect some more interaction with your party members, I mean after all, this is an RPG, not a First-Person Shooter! Not only that, in HL2 everything made sense - you just got the feeling that Valve knew what they were doing with the ending. All the way to the end there was explanations of why you were doing this, why you were doing that.
In KOTOR2 it's confusing right after the Telos academy to be precise. I mean the first sign of me wondering WTF was going on is that there were no cutscenes or anything and you suddenly ended up somewhere on Citadel station with Atton.
Why is Atton with you?
What happened to the rest of your party members?
Where's the Ebon Hawk?
True you can surmise what actually happened and fill the gaps in your head but you've already lost some continuity that would usually be filled in if you were playing earlier parts of the game.
After that you must kill Nihilius! Erm... pkay. Where did Mandalore come from with all his Mandalorians? They got here pretty quick meaning they must've been prepared beforehand - however Mandalore never told you he'd been secretly preparing his men to attack the Raveger and bring it down with explosives... then again, how did Mandalore know that was going to happen anyway? Maybe Mandalore is a Jedi? You see, now the ridiculous questions start to crop up since things just don't make sense. At least they could've tried to explain!
The ending with Mira somehow not on the ship with the others (or is there anyone else on the ship?) plus the fact you never find out what happens to the rest of your party members (considering they're a CRUCIAL part for the Light Side storyline - i.e. ethical dilemmas concerning 'friends and allies') makes the ending feel a bit empty.
Sure make it a cliffhanger, but at least tell what happens to your party members in the present. Some reward for gaining influence with your party members couldn't go astray either!