My story thinks it's not yet finished

It's possible that it feels anticlimactic because nothing has changed. The story is over, and the response is "so what?"

So ask yourself:
1) What has changed in this world? Is the world better, or worse since this person's death?
2) Who is affected by the death? It is possible you got the main character wrong. Maybe the story needs to be viewed from the POV of someone else... someone who will be deeply affected by this death.
3) What purpose does the death serve? Is it really the ONLY way out for this character? Did they make the choice willingly? Or was it hurst upon them? Main characters need agency. They need to make their own choices. If the death was thrust upon them without their own freewill, then that may feel like a let down.
4) What moral, or lesson or theme did you hope to explore with this story? What are you hoping the reader will "get" out of it? Did you achieve that goal?

 

Traditionally, the most common reason to summon a demon was to learn secrets. Going through the Goetia it seems like every other demon knew things that could be revealed... for a price.

 

Hello Prince of Spires, and Welcome to Mythic Scribes!

My storytelling experience is quite similar to that.

I only start writing a story when I have already played and danced with it in my imagination, which involves a clear idea of how everything starts. I often know about many important things, events and scenes that are going to take place during the story, and for me having a clear idea of the most likely ending is very important as well.

Stories have this habit of throwing surprises at me, though. Sometimes a totally new character shows up out of nowhere, and other times characters take their own actions and things that I had not foreseen happen just like that.

Sometimes the ending is not exactly what I had imagined it would be, and I love that!

Well, that sounds excellent to me!

If you have this mysterious feeling like you have written the prologue to something, listen to it. This has happened to me before many times, and I know the experience of it. The story has been completed, and yet you feel that there are many more things beyond this ending, that there is a lot of potential and you can find a lot of other things beyond.

Gather some courage, and type the ending!

The fact that this part of a story is finished, does not mean that there is nothing else. I finished my first-ever Fantasy novel with the same feeling back in 2003, I knew there was a lot more to it and in the end it became a trilogy.

Do not force it!

Sometimes, we just need to wait some time and have patience with a story. If you are blank with your story at the moment, that's alright and pretty normal. Give it some time, think about it often and eventually things shall start to click right into place. Meanwhile, you can work on other stories or perhaps spend more time in different activities.

I have discovered that travels, physical activity and dreams are great for the imagination.

That's something that I would never do, and yes, I believe that they are real.

Most of the times, the people that get into such activities just want political power, money and other physical benefits. Others are simply attracted to the darkness of it, and some others want vengeance, indeed. Some people are just curious and are not aware of the risks and danger involved, who knows.

You should ask this particular question at the World Building Forum.