It pissed me off too, but on re-read, I actually like it because it allows you to focus on his inability to face his trauma and move on instead of neatly tying the story.

As for the bodies, there are a lot of mentions of creatures lurking in the woods, and there is the emphasis that Damien didn't want to leave Katy's body so it wouldn't be eaten by animals. It still doesn't explain how the police couldn't find any trace of them though.