In real life, stories don't end, so our subconscious doesn't really approve. On occasion I've been known to save the last few chapters of something I love just to avoid that sensation of completion. This has the side benefit that when it finally comes time to read those last chapters, I've forgotten enough that I need to re-read back up to that point, whereupon I get to make the same choice again. So far I've always finished the second time, but someday eventually I'll probably go for a round 3.

I do this with tv series too sometimes.