It certainly sets up for future seasons and I really want to watch those seasons, but given that it was cancelled, it’s actually a solid ending.

This is fine, and if you are writing your season finale with no new deal in place for more, this is what you should do. You don’t have to close the door on the characters’ adventures, just leave them in an appropriate place for the previous season’s threads.

You have to “Calvin & Hobbes” the finale.