Has anyone ever thought to consider that the ending of a game doesn't have to be grand and mind-blowing? Sometimes a subtle yet artful exit can be the most beautiful, and some people tend to miss that. I appreciate the music that accompanies the credits and everything about the last few moments of the game. The final battle with Ganondorf was the ultimate climax for a fantastic game, and I think that Nintendo made a good decision to completely contrast that feeling of darkness near the end of Link's adventure and follow it up with a very sad conclusion.
Perhaps you don't remember, but all Zelda games where Link has a companion have ended in a similar way to Twilight Princess. Midna must return to the Twilight Realm and sever the gateway between Hyrule and her world, leaving Link to stare in awe. This quiet departure left me with an oddly chilly feeling. I'm sure that many other fans had goosebumps running through their flesh after Twilight Princess comes to a close. I don't see any lack of drama or presentation in Midna's final moments before departing, and the scenes in the staff credits inform you on how the people of Hyrule are doing. The atmosphere of Hyrule is upbeat and cheery, and everything and everyone is at peace.
This warm fuzzy feeling that Twilight Princess delivers in its final minutes and then being slammed with the somberness of Midna leaving is masterful. I know that I nearly cried after watching the credits roll for the very first time, as the music perfectly transitioned from lighthearted to the epic classic Zelda theme to the Twilight Princess theme, and then to a much darker segment after the Midna cutscene. The last part of the credits reflects this new sadness, and the composition is simple but has a certain theme to it: old adventures have concluded and a dear friend is gone forever. But a new era is dawning in the land of Hyrule, with many adventures that lie ahead for Link and a time of prosperity for the people of Hyrule.
If you were left wanting more from Twilight Princess, I don't blame you. However, if you're left wanting more out of the credits and ending of the game, maybe you missed the point.