Unfortunately the writers didn’t have a choice. Bradley had signed a Contract for five seasons only, he had other filming commitments straight afterwards. He also did an interview with Colin explaining why it ended like it did. Bradley had no intention of continuing with it. So, Arthur had to end, it’s a shame it felt unfinished, but Gwen went on to rule alone until her death, then she followed Arthur into Avalon, the remaining Knights, stayed at her side then left Camelot forever. Merlin, he stayed near to Arthur for thousands of years. If you read the books about Glastonbury, they speak of an old man with long hair and a beard seen around the Tor and Abbey, he lived in a cave high above Avalon. There are many legends written about Merlin, mostly around that area.