That's something that always gets to me, not just in Zelda, but any game with a good story but no closure. The only two Zelda games that really gave me something close to a decent amount of closure was WW and
SS. At least in those two they gave you some sort of idea of what happened afterwords, and WW got a sequel to take it one step further. Two sequels if you count
ST. Still though, they take the time to invest in these characters and attach us to them, and after the final battle's done we pretty much just get a "happily ever after" scene in the credits without really explaining what went down. I dunno, they must think that once the actual gameplay's done the story doesn't matter anymore and just wrap it up real quick.
I remember there was a Megaman game on the N64 (I think it was Megaman). Once you beat the game it gave you some time to go around to say bye to everyone before leaving the land. In other words, it let you get some closure to see how everything worked out. In Red Dead Redemption, after John is killed and the credits roll, you take over as Jack and get closure as to what happened to him and his family. The story went on and let you hunt down his dad's killer! In the Witcher 2, after you take your side at Loc Muine and defeat/spare/heal Saskia, you return to the city and see how your choices have made an impact and to confront Letho to either let him go or kill him. It also explain in the scenes at the end on how your actions have impacted everywhere you visited.
Zelda really, REALLY needs to do something like any of that. It's like I said, they give us a story and attach us to the characters just to say right after the final battle "and the all lived happily ever after. The end!". No Nintendo, that's not good enough! When are you going to realize that?