I escaped a hellish Nazi prison, baptizing myself in blood and carnage in the process! Now I'm gonna go out and drop $ 20 for the version that has the other 5 episodes! YEEEAH!
You were lucky to get any kind of ending. Just about every FPS around this time and soon after was convinced that they'd be the next mega-hit, so they were often "to be continued" or in some cases cliffhanger endings that were never resolved since (as is natural) most of these companies went under.
And yeah, it's certainly better than the first episode of "Doom," where you take a teleporter into a room filled with monsters, get mercilessly slaughtered, then have a paragraph of text dumped on you that amounts to "there's more."