I do understand, but there is nothing we can do about it. The only solution is to have multiple saves. I'm actually on your side. I'd love to explore the world after I finish a game, but many games do not let you do that. In Fallout 3 I saved right before the point of no return and did everything I wanted to do on a separate savefile. For me personally, playing after you have finished a game is a bonus, but I do not expect it anymore.
Maybe the ending = we blow Vegas up and that is why there is no return.