One of the most unsatisfying endings for me has to be Saints Row 2.
The game is an absolute masterpiece. Easily the best in the Saints Row franchise, and also easily in my top ten if not top five favourite games of all time. But that ending man... you basically fly to the top of a building and shoot a guy in the face. Bing, bang, boom, it's done. No flare, no nothing.
It was weirdly down-to-earth and realistic, which was in stark contrast to how the rest of the game had been ramping up until that point.
I personally don't like Saints Row the Third (both too over the top and not enough), but at least that game had a fitting bombastic ending. Heck, all of the Saints Row games had a fitting ending.
But Saints Row 2, despite being such an awesome game, just stumbled at the finish line. It was like blowing up a balloon, bigger and bigger, and just when you think it's about to pop... a tiny hole rips open and the air very slowly wheezes out.