"Bad" endings like the ones you referred to are a common problem in Korean dramas, surely, not just of the fantasy genre? Maybe it has something to do with the live-shooting system?
Yeah, the screenwriters must've had some ideas about how their story would progress and how it would end, but because they're not required to have complete script for a whole drama at the start of the shooting, they then have to churn out scripts episode by episode, as the drama airs, basically working under massive time constraint--which doesn't exactly help screenwriters in producing a more coherent, logical story. And since stuff like fantasy and SF are relatively harder to write (I mean, world building? That's not easy to create, not to mention to flesh out), it simply exacerbates the problem.
I don't know if I made any sense? And that's just my guess anyway