Another reason that the story does not end with Tom's lying safely upon the rug is the fact that he has shouted "Clare!" as he punched the window. This exclamation indicates that there has been some character change, some moment of truth in Tom Benecke. And, to effect this change, the author needs to have a final action. With Tom's mere placing of the yellow sheet on the desk again and his going to the closet for his coat so that he can join his wife at the movies, there is the suggestion of this alteration of priorities for Tom. But, the final act of the wind's blowing into the apartment again, sending the sacred yellow sheet wafting out toward the horizon is profoundly ironic, and Tom must laugh as the realization of the true insignificance of the value that he has placed upon his list.
Tom's final actions are necessary as a completion of his character development as well as illustration of Jack Finney's theme. For, "Contents of the Dead Man's Pockets," much like Arthur Miller's Death of a Salesman, rejects the culture of materialism and corporate success that prevailed in post World War II America.
To answer this, think about how different the message would be if Tom just made it into the apartment and lay there and the story ended.
If Tom had done that, the message of the story would be completely different. In that story, Tom would have gone out on the ledge because he was so obsessed with his work. He would have risked his life, and he would have won. The message would be that it makes sense to be that way -- that it is good to be like that.
But look what actually happens in the story. The piece of paper flies out the window and Tom's risk was all for nothing. Now you have a totally different message. Now the message is that all that obsession with work really doesn't get you anything. Tom understands that and laughs at himself.
If the story ended with him lying there, he'd be congratulating himself, not laughing at himself, and the message would be totally different from what it is.