Play again and make sure you watch all the way through the credits. Don't skip anything. Not sure if you have to play on Legendary or not, but there is more to the ending than you think.
By the way, I like the last level. I enjoyed the ending to Halo 1 better than Halo 2 so it was awesome for me. To see a cool easter egg, right in the last seconds of the level before you make the final jump STOP and get out. Look to the right and you should see a hidden GRUNT that will not attack you. He just says some crazy stuff to you when you walk over to him.