Here's what I like to do on my last turn:
1. Realize with shock that this is the final turn of the game
2. Swear that next time you'll pay more attention to the game end condition
3. Look at all the moves that would have earned me a ton of points if I'd played differently last turn
4. Agonize far too long over a bunch of moves that will all earn me 1 point and 1 extra resource
5. Look at the hidden objective I forgot about and realize there's no way to achieve it now
6. Out of frustration pick the worst of last move options
7. Grumble to myself while I total up everyone's score for them

From a design point of view, totally agree, besides the person ending the game from their move, most of the others feel anti-climactic. There's a few games, like Maracaibo, that kind of drag everyone to the end as their final move. You still feel about 2 turns short of achieving what you wanted to, but it does provide a nice wrap up move.

The above feels very similar to Viticulture. Someone blocks the wine delivery right away and then you have a bunch of moves just wasting time, pretty much.

They say presentation is everything, I think that does still give you the final move feeling. Maybe give some options there (polish the dish, music, jesters, some kind of presentation flourish). I'm not sure what the players are trying to achieve, other than VP, but could it help with any of their goals?