The end of the story features several passages of resolution which follow the novel's climax. Though the climax (from the argument to the car accident and extended to the shooting of Gatsby) is the dramatic high point of the novel and the most exciting section, the novel would feel unfinished if it ended on the day that Gatsby was shot.
Ultimately this is not a book about Jay Gatsby and Daisy. It's about Nick's perception of these people and what they do to each other. So finishing with an expression of this perception and an exploration of Nick's conclusions seems appropriate to me.
Gatsby, in his romaticizing of the American Dream, is a tragic figure. He dies in a Christ-like posture, the sacrificial victim of the materialistic Buchanans and all the other superficial people who did not even bother to attend his funeral. Gatsby is a victim of the carelessness of the wealthy.
Fitzgerald is illustrating the carelessness of the era in which he lived. He does this through all of the actions of the main characters, but this is especially seen in the aftermath of Mrytle's death, when Tom sets up Gatsby and protects Daisy, and neither can be bothered to even attend Gatsby's funeral. When Nick realizes that for all his flaws, Gatsby was "worth the whole lot of them" he is ultimately condemning the carelessness of these characters and the fact that they could "care less" about their fellow man. Nick has to leave this atmosphere in order to regain his humanity.
If you go back a little, why does Gatsby die and Daisy return to Tom (I think this is part of the ending)?
I think it's because Gatsby really believed in the American Dream and so he had to die to make Fitzgerald's point. The American Dream, at least in that time and place, was dead and so Gatsby had to die because he embodied that dream. Daisy went back to Tom as a way of emphasizing this point. She returned to Tom for shallow reasons, emphasizing the shallowness of this time and place.
I think that the subquestion's use of the word "empty" might be a clue as to why the novel ends in the manner it does. Fitzgerald understood his social context better than most in that he fully grasped the idea that the 1920s Flapper Era/ Jazz Age was an "empty" endeavor. The "razzmatazz" and "nifty" aspects of the time period were fruitless. Gatsby's obsession, Daisy's whims, Tom's desires, and Jordan's manipulations end up having little relevance beyond the realm of the subjective. Nick recognizes this and decides to leave the posh life of the East and return back to the Midwest in the hopes of finding something more lasting and more permanent. The setting that Fitzgerald renders for us is one where there is a hollowness or emptiness that follows the characters and the reader like a bad shadow. The independence and freedom, combined with the zealous optimism of Post World War I America was frail in that there was little contribution to anything lasting or permanent. Fitzgerald recognized this and brought it in his ending. This becomes the "anti- American Dream," in that freedom and opportunity are synonymous with emptiness.