Other games did this too, after the main protagonist died in the end, you could still do some of the side quests that you didn't have time or couldn't finish, and it didn't really feel weird at all. I mean if you play the game, and you can't finish a side quest, because you don't know how to proceed (like me in W2 with "The runes of power" mission when I first played it), you might decide to move on, and maybe later you want to try again, what do you do? Either reload the savegame, and then do the story missions again if you want to have all missions completed in the game, or do another playthrough of the whole game and do it then. Hmm.. that actually sounds good lol. But yeah, after finishing the game I would like to be able to run around, finish whatever side missions I couldn't do, I missed this from W2, not even because of the side quests, just to explore.
Spoilers!
I can get what you mean since it goes straight into it, on the other hand it's reset in the story right before triggering the 'final battle' so you can easily go back, finish quests, make different choices for the ending, etc - therefore it isn't completely weird that you're 'back'.
I'm pretty sure at some point the game told you that you would go back to the point before the final mission (from what I can remember). The thing is that the final quest tends to change the world in such a drastic way, that it actually makes more sense that the game pushes you back to that point rather than putting you at a point after the game finishes and everyone acting like nothing changed.