It's up to you, @Rearskyy. Players' mileage may vary on how much they like an 'open' vs 'closed' experience. Strangethink, for example, does a lot of powerful work with games that don't end. Same for Connor Sherlock. But I always like having my games end, or at least reach some sort of milestone.
I'd say that as long as it's true to how you feel about the game and your intentions, that truth will shine through and players will respect whatever choice you make.