Ah, but in Zelda, you are not telling one large cohesive story (no matter how many Zelda fanboys argue otherwise; I can talk, I used to be one of them). MGS (or to be specific, the tale of Solid Snake), however, is a grand, singular tale. And like all good tales, it must end or it gets ruined. Prime example of this is how Disney is now a terrible animation company. They took their classics, made horrible sequels, and as such, ruined everything. For a story to be good and remain as such, it must be able to end (unless its written in a way where it can be done for nearly ever, like Zelda). Snake's tale is over. If it's not, then MGS will turn from a series that could be used to argue the importance of video games to another milked franchise.

I know some may not agree with me on this, but MGS is one of the few video game serieses (sp?) that I know that can hold up the argument for games being art (MGS2 especially). Then again, that may be just me. And my definition of art is quite vast. =P