Some are just puzzle's and some you need to solve other puzzles. Other then that, they are just eye candy for you and your villagers.
And I have heard the same many times, "expecting more" at the end. And where I do agree, I think part of the problem is that the game is so time consuming and addictive, that when you reach the end, it is like you have withdrawals.

I think the only thing LDW could do so that it no such a let down is to have expansion packs or at least a continuing story line.
I do love the game; by the way, I guess that is why I don't want it to end.