Why do all the good shows end so soon?

Although this show ended a while ago, the loss of such a good show saddens me.
If you haven't already figured out, I finally saw the series finale of Arrested Development today... As usual, hilarious!
I first got hooked on the show last year when my sister lent me some of the first season. She and her boyfriend are big Arrested Development fans, and own all three seasons. Anyway, I didn't get the chance to watch the entire set due to busy holiday schedules, etc.
CBC then started showing it and I started watching again... they aired the final episode today, and I loved it! (But not the ending part... maybe it's a good thing it didn't drag on too much.) I've still only seen about 2/3 of the shows, so I have some catching up to do... maybe I can steal them from my sister dearest :P