They end them that way so that they CAN have another season or a sequel.
It's the same with books today. It seems that authors are turning toward writing "series" books instead of "free-standing" novels.
You plug away through the book, hoping to find out if the character IS the killer or IS an alien or IS the long-lost sister and the book ends with "Then he looked her in the eye and walked away."
What the .....? COME BACK HERE AND WRITE AN *ENDING* FOR PETE'S SAKE! No, you have to read the second book in the "XYZ Series" and, of course, the library only has book 3.